Eli Towle
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Activity overview
Latest activity by Eli Towle-
Eli Towle commented,
Your code is very close! You first create a Gurobi environment named \(\texttt{env}\) using your WLS license credentials, then associate that environment to a Model object called \(\texttt{model}\)...
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Eli Towle commented,
Yes, you did not explicitly name the quadratic constraint. If you want to name the quadratic constraint and get rid of the warning, you can pass the \(\texttt{name}\) keyword argument to Model.addC...
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Eli Towle commented,
Do you have a minimal reproducible example? I would expect the constraint to be included in the model file with the default name (e.g., \(\texttt{qc0}\)). Note you can always give the constraint a ...
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Eli Towle commented,
Your constraint is m1.addConstr((sum(b[s + 1] - b[s]) * (eta[s] ** 2) for s in var_new) <= nu[0]) Notice that the \(\texttt{for s in var_new}\) is outside of the \(\texttt{sum()}\) function, creat...
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Eli Towle commented,
Sorry for the delayed reply. I was out of office the last few weeks. The Background: Mathematical Model section of the Maximum Sharpe Ratio OptiMod documentation describes the original Sharpe ratio...
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Eli Towle commented,
Yes, this is still supported. Can you please make sure the Gurobi version specified in your POST request matches the version of Gurobi you're using to run your code? I could reproduce the error you...
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Eli Towle commented,
It's not currently possible to warm-start the barrier method. To warm-start simplex, you can: Set the PStart attribute for every variable and the DStart attribute for every constraint, or Set the ...
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Eli Towle commented,
Without knowing what the error message is, I would guess the variable bounds might be the problem. By default, variables have a lower bound of \(0\). Did you remove this default lower bound from th...
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Eli Towle commented,
A model can include multiple absolute value constraints. Can you please post a minimal reproducible example that shows the issue?
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Eli Towle commented,
Can you please post the details of the OpenSolver error message you see?