Title 簡單的投資組合問題
MIN x1 + x2 + x3 + PBUD + PRET
Subject to
! 一階最優條件，其中PBUD和PRET是兩個約束對應的乘子
Fx1) .02161508 x1 + .02481442 x2 + .02615026 x3 
       + PBUD - 1.089083 PRET >= 0
Fx2) .02481442 x1 + .11678340 x2 + .11085278 x3
       + PBUD - 1.213667 PRET >= 0
Fx3) .02615026 x1 + .11085278 x2 + .18845362 x3
       + PBUD - 1.234583 PRET >= 0
BUD) x1 + x2 + x3 = 1
RET) 1.089083 x1 + 1.213667 x2 + 1.234583 x3 >= 1.2345
END
! 告訴LINDO真正的約束的起始行
QCP 5