I need to solvefind partial derivatives for:
$L=\frac{1}{2}\sum_{i=1}^{n} w_{i}^{2}\sigma_{i}^{2} -\lambda \left( \sum_{i=1}^{n} w_{i} \bar{r_{i}} - \bar{r} \right) -\mu \left( \sum_{i=1}^{n} w_{i}-1 \right)$
with 5 varsvariables, I get 5 partial derivatives $\frac{\partial L}{\partial w_{1}}$, $\frac{\partial L}{\partial w_{2}}$, $\frac{\partial L}{\partial w_{3}}$, $\frac{\partial L}{\partial \lambda}$ and $\frac{\partial L}{\partial \mu}$ with which I need to solve thefor $w_{1}$, $w_{2}$ and $w_{3}$. For all $i$, $\sigma_{i}$ is known. I don't want to manually derivate,differentiate; it could be more cumbersome with more restrictions. Later, I need to find the point where the minimum variance is locatedlocated; i.e. to find out the optimal values for $\lambda$, $\mu$ and $w_{i}$ for all $i$ where $i\in\{1,2,3\}$. I need to variatevary the 5 varsvariables to find the optimal solutions (a bit like in excelExcel but no such thing currently available) and then show the frontier grapficallygraphically. So my question is which program would you use to solve such thing?