Alvaro Mendez Civieta
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Recent activity by Alvaro Mendez Civieta-
Extremely large computation time in a small non convex problem
AnsweredI am trying to solve a principal components problem in Gurobi. This problem is defined as: $$ max_w(w^tX^tXw) \quad s.t. \quad \|w\|_2=1 $$ I have programmed the following function that solves this...
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How to add L1 norm as a constraint in PCA
AnsweredI am trying to solve the PCA problem adding an extra \(L_1\) constraint into it. Given a data matrix \(X\), my objective function to solve is \[max_w{w^tX^tXw} \quad s.t. \quad \|w\|_2=1, \quad \|...
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Principal component analysis in Gurobi as a non convex problem. Inaccurate solution
AnsweredI am programming PCA in Gurobi python as a non convex optimization problem. I know that PCA has an analytical solution much easier to calculate but I am interested in programming this as a first st...
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Solving linnear regression in Gurobi python
AnsweredI am new to gurobi and decided to solve a well known problem as regression. I found this notebook https://gurobi.github.io/modeling-examples/linear_regression/l0_regression.html where an L0 penaliz...