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i would like to find a,b, and c value that maximize this function.

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which the constraint of

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W are collected from a column of a dataframe, and a,b,c are the parameters that i need to find. help please?

currently im using a python language and tries to "guess" a,b,c pairs for like thousand of simulations and try to plot the a,b,c values that gives the max function value. hoping that it will converge to a certain value. however this doesn't happen

luca ronel
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1 Answers1

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This is a linear programming problem. In Python, there is a package PuLP, you can try it:

https://pypi.org/project/PuLP/

And you can find more information about Linear Programming: Optimization With Python here:

https://realpython.com/linear-programming-python/

hsaltan
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