I need to solve an very important and abstruse optimization problem using VBA in excel.
I have attached the workbook with this question and basically, i need my macro to check all combinations
with 0.2% - 5% (with increments of 0.2% - so values would 0.2%,0.4%.....5%) in each cells from Range "Assumptions!(P3:S31)"...
What combination would maximize the value in cell "Backtest!I284"
I with a few of my buddies have been trying to solve this problem for so many days, but it the problem we
are facing is that there are too many possible combinations and the macro takes hours and hours to compute and then crashes.
I met a couple of professors who said that I would need a dynamic programming approach to solve this but I haven't been
sucessful in that front either. If there is any genius out there who can help me with this, I'll be extremely grateful.
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