embotech / ecos

A lightweight conic solver for second-order cone programming.
GNU General Public License v3.0
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add portfolio problem to examples #4

Open adomahidi opened 11 years ago

adomahidi commented 11 years ago

Add portfolio problem data and formulation and rewriting code from the ECC paper to the examples.

echu commented 10 years ago

Did we ever do this? I thought we did in the test cases?

adomahidi commented 10 years ago

I don't think so. As far as I can see, the test cases so far are

On May 21, 2014, at 8:42 PM, Eric Chu notifications@github.com wrote:

Did we ever do this? I thought we did in the test cases?

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