25 Agosto 2011 alle 11:16
#62820
::
`\[
\min_{x} Z_{5} = -\mu \overline{R_{P}} + \sigma_{P}^{2} = -\mu \sum_{i=1}^{n+1} x_{i} \alpha_{i} + \sum_{i=1}^{n+1} x_{i}^{2} Q_{i}
\]
con i vincoli
\[
\begin{sistema}
\displaystyle\sum_{i=1}^{n} x_{i} \beta_{i} = x_{n+1} = \beta_{P} \\[2.5ex]
\displaystyle\sum_{i=1}^{n} x_{i} – 1 = 0 \\[2.5ex]
x_{i} \ge 0
\end{sistema}
\]
`