Xiangyu Tian
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Latest activity by Xiangyu Tian-
Xiangyu Tian commented,
I only inspected LP file written by Gurobi. I don't know if it is possible to write the model with CVXOPT, I have searched for a while but haven't found anyway to do that yet. Do you know how to do...
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Xiangyu Tian commented,
Hi, Thank you for the reply. But I have already tried this, the lp file looks perfect for me, still the answer is somehow very far from perfect. Best, Xiangyu
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Xiangyu Tian created a post,
Unexpected result when solving a SVM model (Quadratic Programming)
AnsweredI am trying to use Gurobi to solve the following risk-averse SVM model from a paper: In the above pic, the model is trying to apply two coherent risk measures on two classes, note that the upper i...