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Maybe start from https://www.gurobi.com/documentation/9.5/examples/portfolio_py.html#subsubsection:portfolio.py and see if things get nicer when using the accessors.
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[#28] Portfolio model example
d53e404
This doesn't really illustrate the accessor API too well, as the model constructs only single constraints, not indexed ones.
There is possibly an opportunity for a nice scenario mapping API though.
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We need another example here, this one doesn't show building of row-wise constraints, the aggregation just gives single constraints.
simonbowly
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Maybe start from https://www.gurobi.com/documentation/9.5/examples/portfolio_py.html#subsubsection:portfolio.py and see if things get nicer when using the accessors.
The text was updated successfully, but these errors were encountered: