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View Full Version : Defining Mathcad Variables to be equal to Unity


jk3nn3dy
Jan24-11, 05:22 PM
While attempting to solve quadratic equation application in MATHCAD (pertaining to the Markowitz Portfolio theory), I am now stumped at how to perfom what would seem to be a trivial operation, namely: setting a sum of unknown variables (i.e., a constraint) equal to '1.'

For example, how can one define the following constraint in Mathcad?

x + y + z = 1

Below is simplified quadratic problem to be solved:

Minimize 3x^2 +2y^2 +z^2 + 2xy - xz - 0.8yz ...

subject to:

x + y + z = 1
x >= 0
y >= 0
z >= 0

Thanks for help.