Albert John Crosby
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Activity overview
Latest activity by Albert John Crosby-
Albert John Crosby created a post,
Minimization with constraint involving logs in Julia
AnsweredI want to solve \(\frac{1}{N} \sum_{i=1}^N x_i^2\) subject to \(\frac{1}{N} \sum_{i=1}^N \log x_i \geq 0\). In the above, N is the size of the vector x whose \(i^{th}\) element is \(x_i\). I think...
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Albert John Crosby created a post,
Solving MILP optimization problem efficiently for slightly different parameter values
AnsweredI would to solve a (series of) MILP using Gurobi with the following feature. Some of the choice variables, call them varx, a vector of size N_ch, satisfy the constraintsfor int1 = 1:N_ch varx[int1...
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Albert John Crosby commented,
One further point: I can make the code run more robustly by inserting the variable declaration (the "beta" β is the name of one of the variables): @variable(model, -1.0e200 <= β[1:nfac] <= 1....
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Albert John Crosby commented,
On my laptop: Pkg.status()Project FactorModels v0.1.0Status `C:\Users\ajcrosby\Documents\GitHub\FactorModels\Project.toml` [336ed68f] CSV v0.10.11 [a93c6f00] DataFrames v1.6.1 [8bb1440f] Delimi...
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Albert John Crosby commented,
From where do I run Pkg.status()? When I run it from the Julia prompt, I get Pkg not defined. If I do versioninfo(), I get (on my laptop) Julia Version 1.9.3Commit bed2cd540a (2023-08-24 14:43 UTC...
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Albert John Crosby created a post,
SOS constraints in Gurobi with Julia
AnsweredI have successfully used Gurobi in some code written in Julia to solve an optimization problem (MILP and MIQP). The code works perfectly on my laptop. When I port the identical code to Linus and ru...