Albert John Crosby

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  • Albert John Crosbyさんが投稿を作成しました:

    Minimization with constraint involving logs in Julia

    回答済み

    I want to solve \(\frac{1}{N} \sum_{i=1}^N x_i^2\) subject to \(\frac{1}{N} \sum_{i=1}^N \log x_i \geq 0\).  In the above, N is the size of the vector x whose \(i^{th}\) element is \(x_i\). I think...

  • Albert John Crosbyさんが投稿を作成しました:

    Solving MILP optimization problem efficiently for slightly different parameter values

    回答済み

    I would to solve a (series of) MILP using Gurobi with the following feature.  Some of the choice variables, call them varx, a vector of size N_ch, satisfy the constraintsfor int1 = 1:N_ch varx[int1...

  • Albert John Crosbyさんがコメントを作成しました:

    One further point: I can make the code run more robustly by inserting the variable declaration (the "beta"  β  is the name of one of the variables):    @variable(model, -1.0e200 <= β[1:nfac] <= 1....

  • Albert John Crosbyさんがコメントを作成しました:

    On my laptop:  Pkg.status()Project FactorModels v0.1.0Status `C:\Users\ajcrosby\Documents\GitHub\FactorModels\Project.toml`  [336ed68f] CSV v0.10.11  [a93c6f00] DataFrames v1.6.1  [8bb1440f] Delimi...

  • Albert John Crosbyさんがコメントを作成しました:

    From where do I run Pkg.status()? When I run it from the Julia prompt, I get Pkg not defined.  If I do versioninfo(), I get (on my laptop) Julia Version 1.9.3Commit bed2cd540a (2023-08-24 14:43 UTC...

  • Albert John Crosbyさんが投稿を作成しました:

    SOS constraints in Gurobi with Julia

    回答済み

    I have successfully used Gurobi in some code written in Julia to solve an optimization problem (MILP and MIQP). The code works perfectly on my laptop. When I port the identical code to Linus and ru...