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MIQP for portfolio selection

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2 comments

  • Official comment
    Simranjit Kaur
    Gurobi Staff Gurobi Staff
    This post is more than three years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum. Or why not try our AI Gurobot?.
  • Tobias Achterberg
    Gurobi Staff Gurobi Staff

    Did you check the status code of the Gurobi optimization? May it be that at some point you have produced an infeasible model? In this case, there would indeed be no X attribute that can be queried.

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