[R] Help with Portfolio Optmization

[MaheshT]

Hi,

I need some help with Portfolio Optimization problem. I am trying to find
the minimum variance portfolio subjected to constraints on weights like  

/x1< w1 <x2
x3< w2 <x4</i>

I need help with solving for the minimum variance portfolio as solve.QP
doesn't allow me to specify the lower boundaries.

Thanks
Mahesh



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