David Torres Sanchez

Thanks, I see the difference now.Can you not use the same reformulation trick (as in the drop down "Mathematical Model")?And re-write the constraints to use \(y\) variables instead? Cheers, David

Hi Marcell, We have an optimod on this: Maximum Sharpe Ratio Implementation:  Gurobi/gurobi-optimods/src/gurobi_optimods/sharpe_ratio.py Cheers, David

You can try setting BarHomogeneous to 1. Cheers, David

Hi, I will create a ticket for you.For the future: How do I obtain a free academic license for a cluster or a shared computer lab? The cluster admin can set up an appropriate license. Cheers, David

Hi Richard, Of course, we have a list of parameters in the MIP cuts section. Cheers, David

Hi Matthew, There's no way of increasing the limit on the VarName attribute, you can use the VTag variable attribute instead. Cheers, David

Can you try upgrading to v11.0.0 and re-running this test? Cheers, David

Either of these should be OK.Please let us know if you have any issues. Cheers, David

If you can obtain a better solution you could try to fix the variables to these values (set LB and UB values) and see what happens. Cheers, David

Hi, Which callback codes are you using to retrieve the \(\texttt{OBJBST}\) and \(\texttt{OBJBND}\)? You may want to employ the absolute value of the difference similar to What is the MIPGap? Cheers...