Paolo Baudissone
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Latest activity by Paolo Baudissone-
Paolo Baudissone commented,
Thanks a lot Matthias!
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Paolo Baudissone created a post,
Issues modeling portfolio optimization with rebalancing in gurobipy
AnsweredHi All, I want to solve the following portfolio optimization problem by means of the Python API of Gurobi: I have implemented the problem in the following code: However, by inserting the constrai...