Merge pull request #7 from shuanghuabai/master

update due to change of order of argument in handle_set_group

Author: mikecroucher

local_optimisation/SOCP/portfolio_optimisation_using_socp.ipynb

@@ -159,7 +159,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 14,
+   "execution_count": 2,
    "metadata": {},
    "outputs": [],
    "source": [
@@ -390,7 +390,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 11,
+   "execution_count": 9,
    "metadata": {},
    "outputs": [
     {
@@ -464,7 +464,7 @@
     "# Set cone constraints\n",
     "i = 0\n",
     "while i<len(ctype):\n",
-    "    opt.handle_set_group(handle, ctype[i], group[i], 0)\n",
+    "    opt.handle_set_group(handle, ctype[i], 0, group[i])\n",
     "    i += 1\n",
     "\n",
     "# Set options\n",
@@ -488,7 +488,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 12,
+   "execution_count": 10,
    "metadata": {},
    "outputs": [
     {
@@ -498,7 +498,7 @@
        "       1.16762817e-01, 1.15110232e-10, 8.27684160e-02, 6.77790766e-02])"
       ]
      },
-     "execution_count": 12,
+     "execution_count": 10,
      "metadata": {},
      "output_type": "execute_result"
     }
@@ -510,16 +510,16 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 13,
+   "execution_count": 11,
    "metadata": {},
    "outputs": [
     {
      "data": {
       "text/plain": [
-       "0.08505797359531908"
+       "0.08505797359531912"
       ]
      },
-     "execution_count": 13,
+     "execution_count": 11,
      "metadata": {},
      "output_type": "execute_result"
     }
@@ -560,21 +560,21 @@
  ],
  "metadata": {
   "kernelspec": {
-   "display_name": "Python 3",
+   "display_name": "Python 2",
    "language": "python",
-   "name": "python3"
+   "name": "python2"
   },
   "language_info": {
    "codemirror_mode": {
     "name": "ipython",
-    "version": 3
+    "version": 2
    },
    "file_extension": ".py",
    "mimetype": "text/x-python",
    "name": "python",
    "nbconvert_exporter": "python",
-   "pygments_lexer": "ipython3",
-   "version": "3.7.3"
+   "pygments_lexer": "ipython2",
+   "version": "2.7.16"
   },
   "latex_envs": {
    "LaTeX_envs_menu_present": true,