Juraj Kardoš

I am experiencing a similar problem with the IP solver on MacOS ``` OMP_NUM_THREADS=1 ./highs dump.mps --presolve on --solver ipm --parallel off Running HiGHS 1.0.0 [date: 2021-05-17, git hash: cfe064e6]...

The MPS file is available [here](https://www.dropbox.com/s/iqo9lm5jr2981ot/dump.mps.gz?dl=0). On Linux, the IP solver works fine ``` ./highs dump.mps --presolve on --solver ipm --parallel off Running HiGHS 1.0.0 [date: 2021-05-17, git hash: cfe064e6]...

Update I have changed Pyomo code generating the bound types for MOSEK. There is an indicator in the variables array (var_seq) .is_fixed() which I ignore for the moment. I have...

I am using the latest Pyomo via Anaconda 3 and I still experience the issue `pyomo 5.7.3 py38h91a8764_0 conda-forge`

Hi Jonathan, I see your point about the sums, it completely makes sense! Regarding your 3rd point, I have run an experiment, comparing 1st order Sobol indices obtained by Quasi-Monte...

Yes, we can assume a simple case of the variable correlations, the variables are from `dist=cp.MvNormal()`. It would be really useful if you could provide more details.

Awesome thanks, but what would be the conditional expectation for the polynomial given some correlated variables in your example? E.g. `E_cond(p, [0 1 1], dist)`, given a polynomial p and...

Ok, I think I get the idea, we move the stoch. dependency from the distribution to the polynomial. Instead of using the original correlated variables, we use a linear combination...

Thanks Jonathan, I appreciate your time, here is a working example which should also deal with the permutation of the variables. Please let me know if that makes sense. ```python...