Eli Towle
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Eli Towleさんがコメントを作成しました:
If the MST start does not provide an incumbent solution are the values still used to start? No. However, if the MIP start does not produce an initial feasible solution, Gurobi might later try to ...
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Eli Towleさんがコメントを作成しました:
An HNT file is used to store variable hint values and variable hint priorities. Variable hints are different from solution vectors and MIP starts. The article What are the differences between MIP S...
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Eli Towleさんがコメントを作成しました:
Your code is very close! You first create a Gurobi environment named \(\texttt{env}\) using your WLS license credentials, then associate that environment to a Model object called \(\texttt{model}\)...
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Eli Towleさんがコメントを作成しました:
Yes, you did not explicitly name the quadratic constraint. If you want to name the quadratic constraint and get rid of the warning, you can pass the \(\texttt{name}\) keyword argument to Model.addC...
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Eli Towleさんがコメントを作成しました:
Do you have a minimal reproducible example? I would expect the constraint to be included in the model file with the default name (e.g., \(\texttt{qc0}\)). Note you can always give the constraint a ...
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Eli Towleさんがコメントを作成しました:
Your constraint is m1.addConstr((sum(b[s + 1] - b[s]) * (eta[s] ** 2) for s in var_new) <= nu[0]) Notice that the \(\texttt{for s in var_new}\) is outside of the \(\texttt{sum()}\) function, creat...
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Eli Towleさんがコメントを作成しました:
Sorry for the delayed reply. I was out of office the last few weeks. The Background: Mathematical Model section of the Maximum Sharpe Ratio OptiMod documentation describes the original Sharpe ratio...
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Eli Towleさんがコメントを作成しました:
Yes, this is still supported. Can you please make sure the Gurobi version specified in your POST request matches the version of Gurobi you're using to run your code? I could reproduce the error you...
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Eli Towleさんがコメントを作成しました:
It's not currently possible to warm-start the barrier method. To warm-start simplex, you can: Set the PStart attribute for every variable and the DStart attribute for every constraint, or Set the ...
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Eli Towleさんがコメントを作成しました:
Without knowing what the error message is, I would guess the variable bounds might be the problem. By default, variables have a lower bound of \(0\). Did you remove this default lower bound from th...