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add qcqp notebook and add note for socp notebook #19

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Merged
mikecroucher merged 1 commit into from
Oct 29, 2020
Merged

add qcqp notebook and add note for socp notebook #19

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709 changes: 709 additions & 0 deletions local_optimization/SOCP/portfolio_optimization_qcqp.ipynb
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18 changes: 16 additions & 2 deletions local_optimization/SOCP/portfolio_optimization_using_socp.ipynb
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Original file line number Diff line number Diff line change
Expand Up @@ -15,8 +15,22 @@
"\n",
"This notebook makes use of the `latex_envs` Jupyter extension for equations and references. If the LaTeX is not rendering properly in your local installation of Jupyter , it may be because you have not installed this extension. Details at https://jupyter-contrib-nbextensions.readthedocs.io/en/latest/nbextensions/latex_envs/README.html\n",
"\n",
"The notebook is also not rendered well by GitHub so if you are reading it from there, you may prefer the [pdf version instead](./static/portfolio_optimization_using_socp.pdf).\n",
"The notebook is also not rendered well by GitHub so if you are reading it from there, you may prefer the [pdf version instead](./static/portfolio_optimization_using_socp.pdf)."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Note for the users of the NAG Library Mark $27.1$ onwards\n",
"\n",
"At Mark $27.1$ of the NAG Library, NAG introduced two new additions to help users easily define a Quadratically Constrained Quadratic Programming (QCQP) problem. All the models in this notebook then can be solved in a much simpler way without the need of a reformulation or any extra effort. It's recommended that the users of the NAG Library Mark $27.1$ or newer should look at the [notebook on QCQP instead](./portfolio_optimization_qcqp.ipynb)."
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Introduction"
]
},
Expand Down Expand Up @@ -1168,7 +1182,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.8.0"
"version": "3.8.1"
},
"latex_envs": {
"LaTeX_envs_menu_present": true,
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