Different solution with different formulation of the same problem

Uncategorized
Jan 21, 2015
S

Hi,
I solve the robust maximum expected return problem with different formulation but get different results. How that can happen? I have sent the pdf file of all details to cvx email, but got no reply yet.

thanks

M

Perhaps you could edit your question and post the details here, with detailed output, preferably with reproducible (self-contained) code. Are you getting different values of optimum objective value, or just different argmax (optimal argument values) with same optimum objective value?

M

As the documentation states, I do not offer email-based support. I have too many users to do that. This is the proper forum.