search

MOSEK / Tutorials

A collection of tutorials for the MOSEK package
107 stars 31 forks source link

Risk Parity Portfolio Tutorial Crashes When Using Mosek 8.1 #3

Closed zhoujs93 closed 5 years ago

zhoujs93 commented 6 years ago

Is the code modified to only run on version 7.1 only ? I am running Python3 with Mosek 8.1 but everytime I run the notebook, the kernel seems to die. Is there any reason for this ?

aszekMosek commented 6 years ago

Hi.

Could you write what error appears and where?

The whole SCOPT interface is going away soon so I would recommend not spending too much time on it. This whole notebook will be replaced with a new version.

aszekMosek commented 6 years ago

This version of the notebook demonstrates how the logarithmic terms will be expressed using the exponential cone in version 9:

https://github.com/MOSEK/Tutorials/blob/version9/portfolio-riskparity/riskparity.ipynb

andreacassioli commented 6 years ago

That's very cool! With more cones Fusion really shines....