Re: [ojAlgo-user] Problem with ojAlgo 4.0.
Mathematics, linear algebra and optimisation
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From: Massimo M. <mx....@gm...> - 2016-09-10 07:36:31
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I apologize, but this message has been inserted from Gmail in spam and I read it just now . I'll try as soon your advices and if I have still problems I'll try to translate the .net code in Java to explain better and sending of ojAlgo - user. Have a nice weekend. Massimo Murazzano. 2016-09-08 17:25 GMT+02:00 Anders Peterson <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 > > > ------------------------------------------------------------ > ------------------ > _______________________________________________ > ojAlgo-user mailing list > ojA...@li... > https://lists.sourceforge.net/lists/listinfo/ojalgo-user > |