Eli Towle

Gurobi Staff Gurobi Staff
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Activity overview

Latest activity by Eli Towle

  • Eli Towle commented,

    1. Community
    2. Programming
    3. MIP Hint files empty

    If the MST start does not provide an incumbent solution are the values still used to start? No. However, if the MIP start does not produce an initial feasible solution, Gurobi might later try to ...

  • Eli Towle commented,

    1. Community
    2. Programming
    3. MIP Hint files empty

    An HNT file is used to store variable hint values and variable hint priorities. Variable hints are different from solution vectors and MIP starts. The article What are the differences between MIP S...

  • Eli Towle commented,

    1. Community
    2. Programming
    3. Model too large for size-limited license

    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
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  • Eli Towle commented,

    1. Community
    2. Modeling
    3. unsupported operand type(s) for -: 'generator' and 'generator'

    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...

  • Eli Towle commented,

    1. Community
    2. Modeling
    3. unsupported operand type(s) for -: 'generator' and 'generator'

    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,

    1. Community
    2. Modeling
    3. unsupported operand type(s) for -: 'generator' and 'generator'

    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,

    1. Community
    2. Modeling
    3. Formulating Sharpe Ratio Objective Function in Gurobi

    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,

    1. Community
    2. Systems
    3. Passing a WLSToken to Gurobi environments

    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...

  • Eli Towle commented,

    1. Community
    2. Algorithms
    3. Warm starts for LP changing with each iteration (in R)

    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 ...

  • Eli Towle commented,

    1. Community
    2. Programming
    3. Abs Value

    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...