求解证券组合问题的拟模拟退火算法

Quasi-simulated annealing algorithm for protfolio problem

很多求解证券组合问题方法是基于Ｍａｒｋｏｗｉｔｚ模型当中的协方差矩阵是正定的这一前提条件下，但实际上这一条件并不具有一般性，提出的求解证券组合问题的拟模拟退火算法回避了这个问题，更具有实用性。

Many methods for protfolio problem demand that the matrix E in the Markowitz model is positive definite, but this condition is not always right. The quasi-simulated annealing algorithm for the problem is given, which can avoid above lied and is practical.