-1
$\begingroup$

Can someone please explain the below equation?

what are we doing in Obj?

Source: https://qiskit.org/documentation/finance/tutorials/01_portfolio_optimization.html

Minimize
 obj: - 0.015284386652 x_0 + 0.000780952145 x_1 - 0.000517920547 x_2
      - 0.000870005837 x_3 + [ 0.002541388592 x_0^2 + 0.000146804433 x_0*x_1
      + 0.000257201062 x_0*x_2 - 0.000199722426 x_0*x_3 + 0.000258486713 x_1^2
      + 0.000106085519 x_1*x_2 + 0.000088963242 x_1*x_3 + 0.000791504681 x_2^2
      - 0.000247774763 x_2*x_3 + 0.000197892585 x_3^2 ]/2
Subject To
 c0: x_0 + x_1 + x_2 + x_3 = 2

Bounds
 0 <= x_0 <= 1
 0 <= x_1 <= 1
 0 <= x_2 <= 1
 0 <= x_3 <= 1

Binaries
 x_0 x_1 x_2 x_3
End
$\endgroup$
2
  • $\begingroup$ Obj is given the (non-linear) function to be optimized $\endgroup$
    – R.W
    Apr 25 at 19:56
  • $\begingroup$ The output is formatted as per CPLEX LP Format ibm.com/docs/en/icos/… if you need more information. $\endgroup$
    – Steve Wood
    Apr 25 at 20:12

0

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