Restricting Values of Changing Cells in Solver

[gwstat001]

Hi

I have 50 share returns for 2009 (A2:A51). I am solving for optimal portfolio by allocating weights to my 50 shares in 2009. in solver, i am changing cells B2:B51, but the criteria is that if any of the 2009 returns is greater than 75 then the weight on that share should be 0. i tried to write an if function in column C of the changing cells but solver overrides the command when i solve. any suggestions?

 

[Smitty]

Welcome to the Board!

I don't use Solver much at all, but I think you'd need to set exterior limitations like that programmatically (VBA).

You might want to post a shot of your sheet, which will help someone get you on the right track (see my sig for how to do it).

 

[shg]

If certain shares should be excluded because of a priori data, then they should be excluded a priori, i.e., they shouldn't be among the changing cells.

 

[gwstat001]

If certain shares should be excluded because of a priori data, then they should be excluded a priori, i.e., they shouldn't be among the changing cells.

Only problem is I am running a loop that optimizes for 5 years, from 2005 to 2009. So i'm finding 5 optimal portfolios, so i cant exlude entire rows across the years.

 

[shg]

I am solving for optimal portfolio by allocating weights to my 50 shares in 2009... but the criteria is that if any of the 2009 returns is greater than 75 ...

Only problem is I am running a loop that optimizes for 5 years, from 2005 to 2009.

I can't reconcile those two statements.

You can't assign weights in 2005 because of results in 2009?