bring back ecos-bb

robertmartin8 · May 2, 2023 · 4865958 · 4865958
1 parent f655948
commit 4865958
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/pypfopt/discrete_allocation.py b/pypfopt/discrete_allocation.py
@@ -251,7 +251,7 @@ def greedy_portfolio(self, reinvest=False, verbose=False):
             self._allocation_rmse_error(verbose)
         return self.allocation, available_funds
 
-    def lp_portfolio(self, reinvest=False, verbose=False, solver=None):
+    def lp_portfolio(self, reinvest=False, verbose=False, solver="ECOS_BB"):
         """
         Convert continuous weights into a discrete portfolio allocation
         using integer programming.