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For questions on constraints controlled by binary variables.

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The minimizing problem is the following : $$ \underset{w}{\operatorname{argmin}} \sum_{i=1}^{n}\left[w_{i}\times (\frac{Vw}{\sigma})_{i} - b_{i}\right]^{2}$$ with $V$ a $n\times n$ matrix (covariance …
asked Jun 19 '20 by FredNgu