Hi, I am first time Mathematica user. I use Chatgpt to help me generate codes for a simple optimization problem in investment. But Mathematica does not provide any solution nor does it show any error message. I am not sure what is going on. Here is the code:
ClearAll[miu1,miu2,sig11,sig,sig,sig22,miut,w1,w2]
miu = {miu1,miu2};
sigma = {{sig11,sig},{sig,sig22}};
w = {w1,w2};
constraints = {w1+w2==1,miu.w<=miut};
varianceExpr =w.sigma.w;
Minimize[{varianceExpr,constraints},{w1,w2}, Reals]
Thanks!