vector constraint mathematica

Question

I'm doing an optimization and I'm having trouble specifying vector constraints:

FindMinimum[{PortfolioVariance, {Total[WeightsVector] == 1}}, WeightsVector];

But when I add a constraint to the vector:

MV = FindMinimum[{PortfolioVariance, {Total[WeightsVector] == 1, 
And@@WeightsVector[Subscript[w, {#}] > 0 & /@ Range[9]]}}, WeightsVector];

I can't get it to work. I just get my input as the output.

My goal is to restrict each item in the vector with an inequality.

Thanks!

Answer 1

User Bill came up with an excellent solution in the comments:

Is it possible to use this? WeightsVector = Table[ToExpression["w" <> ToString[n]], {n, 1, 5}]; FindMinimum[{PortfolioVariance, {Total[WeightsVector] == 1 && And @@ Map[# > 0 &, WeightsVector]}}, WeightsVector] – Bill yesterday

WeightsVector = Table[ToExpression["w" <> ToString[n]], {n, 1, 5}]; FindMinimum[{PortfolioVariance, {Total[WeightsVector] == 1 && And @@ Map[# > 0 &, WeightsVector]}}, WeightsVector]

Thanks Bill