Andrea Muzi

But if \x_i is not defined ? \x_i is my objective variable. So, How can I write \w_i as a function of something that I don't have ?

Error using gurobiIncorrect size(model.obj) Error in Nicola (line 22)result=gurobi(model);

I tried to write the model this way, but gurobi couldn't solve it

I have read the documentation but do not understand how to set the problem. My quadconstraints is represented by X^T*Sigma*X, where X is a ones(n,1) vector and sigma is a square matrix nxn. How can...

I found on the documentation you suggested that I can solve the problem using "qcp", but being unfamiliar with the software I don't know how to build the matrices on the gurobi interface for MATLAB.

Thank you for your help. My main problem is the quadratic constraint of variance. I really don't know how to write it. I don't know if you can also solve it with MATLAB

I've modified my model, but probably I wrote in a wrong way this new constraints I 've used the vector [-eye(n) zeros(1,n)*eye(n) ; eye(n) -(ones(1,n)*eye(n) ] while for the lower and upper bounds...