I have solved the minimization of portfolio variance problem many times, using fmincon or quadprog (of course, quadprog is much faster). The formulation of the
Let's suppose I have a matrix like this: [[15,10,8], [11,5,8], [9,14,4]] I need to write a function that, for each row, returns the indices of the maximum valu
I am using Baron solver and Pyomo. I would like to feed an starting point to the variable in Baron. Pyomo has an option called "warmstart=True" that allows to d
I'm trying to input a line at the end of a file that has the following shape "1 :1 :1 :1" , so at some point the file may have a new line character at the end o
Branching on t_x21 led to this error [scip_branch.c:1061] ERROR: cannot branch on variable <t_x21> with fixed domain [-0,0] So, my guess as to why this
I am trying to rewrite something similar to the following SAS optimization code in Python. The goal of the code is to find parameters for a continuous (in this
I want code optimisation for an if-statement because I otherwise have to add more key-value pairs into this condition with &&. I have an array of object
I work on an image processing code base that uses image2d_t objects everywhere. These have their shape (width and height) formally declared which enables progra
I am working with very large matrices (>1GB) but imagine that I have the following matrix: A = [1 1 2 2; 1 1 2 2; 3 3 4 4; 3 3 4 4] I need to
Overview I am working on an order allocation problem with variable and fixed costs. The initial formulation of this problem was a linear optimization, but when
Overview I am working on an order allocation problem with variable and fixed costs. The initial formulation of this problem was a linear optimization, but when
I am looking to use a continuous variable in a bool statement. For example, if m.N[t] is the continuous variable, I'd like to do the following: @m.Constraint(m.
Consider the following task. Using a 10-year period I should calculate the portfolio weights in January and then use these weights in February to calculate the
I am trying to work with Bayesian Optimisation for my Numerical model run, Optimising its parameters. For this I am using BoTorch. Its example code is given as
I have to first partition by a "customer group" but I also want to make sure that I have a single csv file per "customer_group" . This is because it is timeseri
I have a julia function that seems very amenable to optimization. Each iteration only manipulates the stuff in its particular index. Yet this function, when imp
I want to use an index equation to iterate over a tensors, whereas I always want to extract the value at index i and index i+1. An example: Variable x; x.up = 1
I want to solve a problem like this: maxy∈Y{minx∈X(y) cTx} which is to firstly minimize cTx with x in X(y), and we get the result with y still uncer
I have a Pandas dataframe with ~100,000,000 rows and 3 columns (Names str, Time int, and Values float), which I compiled from ~500 CSV files using glob.glob(pat
When doing work with large files and datasets (usually 1 or 2 gb+), the process is killed do to running out of RAM. What tools and methods are available to allo