Re: [ojAlgo-user] Problem with ojAlgo 4.0.

[Anders P. <an...@op...>]

You can also try to turn on model validation:

tmpMarkowitzModel.optimisation().validate(true);

and if it indicates there is a problem with the covariance matrix not being positive definite you need to fix that. Calling the clean() method on MarketEquilibrium is one way to to that.


/Anders



> On 31 aug. 2016, at 18:18, Massimo Murazzano <mx....@gm...> wrote:
> 
> In these days I'm comparing ojAlgo 3.7 with 4..0. I send you as attachments the inputs (text files separated by tabs)  that are completed within a reasonable time by version 3.7 and not by 4.0.
> Max Muraz.
> 
> <CovarianceMatrix.txt><ExpectedReturns.txt><Limits.txt><RiskAversionFactor.txt>------------------------------------------------------------------------------
> _______________________________________________
> ojAlgo-user mailing list
> ojA...@li...
> https://lists.sourceforge.net/lists/listinfo/ojalgo-user