[ojAlgo-user] Limitation of MarkowitzModel

[Nilesh P. <nil...@gm...>]

Dear Team,
can i use MarkowitzModel to solve the weights for solving 50 X 50 variance
covariance matrix & 1X50 return matrix (i.e 50 variables) ?
plz. note that i'll also setting up the expected return to some const.
value.
i have tried with 4 X4 matrix (setting up the expected to some const. value)
& it worked perfectly fine, amzingly fast & accurate.
in this case i'll need 50 setupper limit & 50 set lowerlimits will ojalgo
support caculation of such large model.
also wanted to know the wt. is the max. possible value of n matrix (n X n)
[i.e n variable]supported by ojAlgo MarkowitzModel ? and any advice for
solving large number of variables with this model?
Thanks & Regards....Nilesh