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Showing posts with the label Convex Optimization
How To Calculate Weight To Minimize Variance?

How To Calculate Weight To Minimize Variance?

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given several vectors: x1 = [3 4 6] x2 = [2 8 1] x3 = [5 5 4] x4 = [6 2 1] I wanna find weight w1,… Read more How To Calculate Weight To Minimize Variance?
Error Passing A Linear Expression To A Quadratic Form In DocPlex

Error Passing A Linear Expression To A Quadratic Form In DocPlex

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I have a cplex/docplex model with an 'active risk' term. I believe I'm messing up the … Read more Error Passing A Linear Expression To A Quadratic Form In DocPlex