vishnuvardhan mahamkali

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...

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 ...

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...