Linear Programming, Finance, Portfolio, Portfolio Management, Optimization.
must not exceed 40 • Short selling is not allowed for both the securities The maximization problem can be mathematically represented as follows: Maximize: f(x,y) = 5x+2y<=100 Subject to : 2x + y <=100 x + y <=80 x <=40 x >=0, y >= 0 Using the PuLP package, the above problem can be solved In the