Eli Towle
- Total activity 1339
- Last activity
- Member since
- Following 0 users
- Followed by 4 users
- Votes 3
- Subscriptions 524
Comments
Recent activity by Eli Towle-
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...
-
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...
-
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 ...
-
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...
-
A model can include multiple absolute value constraints. Can you please post a minimal reproducible example that shows the issue?
-
Can you please post the details of the OpenSolver error message you see?
-
Can you please upgrade to the latest version of Gurobi (11.0.2), then post the output of the following commands in the terminal? I'll assume you already set the \(\texttt{GUROBI_HOME}\), \(\texttt{...
-
Your machine is running out of memory. The article How do I avoid an out-of-memory condition? contains ideas for reducing memory usage. By default, Gurobi will not stop solving this model until it ...
-
gurobipy.GurobiError: User name mismatch (licensed to 'root', current user is 'marcos') It sounds like your named-user license was set up for the \(\texttt{root}\) user instead of \(\texttt{marco...
-
My initial thought is that you don't need a special constraint. In the original problem, \( x \) represents what proportion of your budget is allocated to each asset. By definition, these numbers s...