N L
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Latest activity by N L-
N L commented,
Jaromil, Thanks for the advice. I do not think I know enough on reduction of the number of quadratic term. I tried to figure out and not yet achieved. I watched a gurobi tutorial that mentioned ab...
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N L commented,
We don’t need to model the max function. M can be actually calculated when we get the observations y1…yT by the formula For example, we got observations yt (t=1…97), [1] -1.2104033 -0.8765552 -1.02...
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N L commented,
Hi Jaromil, thanks very much for your reply. I write my problem details in below. Looking forward to your kind advice. yt, t=1,…T are observations. Let y denote the (T × 1) vector of yt ’s and 1...
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N L created a post,
Gurobi takes very long time to solve MIQP
AnsweredMy problem is to minimize the first formular subject to the second inequality using MIQP. Now it takes very long time for around 100 data points. Is there any ways to improve the speed? Appreciate ...