Thanks for mentioning AMPL.
I did play with it for a different (optimal-broker-selection) problem.
For the problem at hand (non-linear objective function, with binary solution i.e which stock should be traded with which broker) BONMIN was the only solver available. I could not use it from NEOS...
I am exploring some tools for highly-scalable distributed portfolio optimization.
Just curious if anyone used TAO ?(Toolkit for Advanced Optimization
http://www-unix.mcs.anl.gov/tao/), which is built on PETSc(Portable Extensible Toolkit for Scientific computation...
I can comment on educational perspective at Baruch
Courses are rigorous and focused.
36 credits (12 courses) are needed to graduate.
Courses are broad and not as rigorous.
Accounting, Marketing, CIS, Statistics, Management, Economics
are required courses. Then you have to take the...