Optimization failed after presolve
Awaiting user inputThe optimization failed after presolve, any insights would be greatly appreciated.
m.setObjective(portfolio_profit, GRB.MAXIMIZE)
m.update()
m.optimize()
return_target_max = portfolio_profit.getValue()
#min variance
m.setObjective(portfolio_variance, GRB.MINIMIZE)
m.update()
m.optimize()
return_target_min = portfolio_profit.getValue()

Hi Sean,
Thanks for reaching out. That is quite peculiar. I notice that you are using 9.1.1 and also that a Compute Server Worker is involved. Can you first try upgrading to 9.1.2 and seeing whether you can reproduce this behavior? If the error persists, can you then explain a little bit more about your setup, i.e., how many workers are involved, what are you using the worker nodes for, where is your cluster set up, etc?
Thanks!
Kind regards,
Steve0
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