vishnuvardhan mahamkali
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Activity overview
Latest activity by vishnuvardhan mahamkali-
vishnuvardhan mahamkali commented,
Hi Sonja, Sorry, my bad. I was mistaken. Data browser in my editor didn't show those really small floats. Indeed, there are really small numbers. It make sense, that is really a broad range of num...
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vishnuvardhan mahamkali commented,
Hi Sonja, Thanks for your reply. The idea was to add a ellipsoid constraint using inverse of covariance matrix. I checked the min and max float values in the matrix and they look fine. I have done ...
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vishnuvardhan mahamkali created a post,
Adding Quadratic constraint
AnsweredHello, I am trying to add a Quadratic constraint to represent the ellipsoid in my model using Gurobipy. The constraint is of the type X.T * inv(covariance) * X at the moment, I use numpy multiplica...
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vishnuvardhan mahamkali commented,
Hi Sonja, Thanks for your reply. Linear model solved in about 5 ms. Please see the log with Quadratic constraint below. Gurobi Optimizer version 9.0.2 build v9.0.2rc0 (linux64)Optimize a model wi...
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vishnuvardhan mahamkali created a post,
MILP with quadratic constraints taking too long to solve
AnsweredHello, I have a MILP model with one quadratic constraint in the form xT@A@x <= b. Without adding the quadratic constraint, model solves quickly. When I add the Qconstraint, model.optimize keeps run...