Robert Luce
Robert Luce
I like it. I think it won't harm much if the nup function allows for either the variance-covariance matrix, _or_ its factor.
Maybe we should complement this Nup with a minimum variance portfolio selection (you'd minimize "just" x @ Q @ X), or can this be covered by some paramters in this...
I think we (@etowle, @silkehorn, and myself) should team up and create a small variety of base models in the financial space. This one and Gurobi/gurobi-optimods#9 are the first two...
Robert Freund (MIT) walked me through an MBA-level class exercise touching facility location. In the example the locations were potential new landfills, connecting homes of the region to them. Two...
Somwhere in the docs we state that all _examples_ are runnable with the vendored pip license. Can we integrate WLS in the CI and still verify that property?
Correct, no vector in- our output planned for Gurobi, but the concept is very tempting 😄 . > But matrices are a bit more complicated. We'd need to encode (rows,...