Comments (4)
gobbedy
commented on May 29, 2024
I should perhaps clarify that I'm running on Windows 10 with python 3.7
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commented on May 29, 2024
Hi! Thanks for the clarification. Switch to *nix.
… On 26 Feb 2020, at 02:14, gobbedy ***@***.***> wrote:
I should perhaps clarify that I'm running on Windows 10 with python 3.7
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gobbedy
commented on May 29, 2024
Hi @enzobusseti, sorry I'm not sure I understand your reply.
Are you recommending that I switch to a Linux derived distribution?
Does this mean cvxportfolio is unsupported on Windows?
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commented on May 29, 2024
Hi, this is a probably a bug at the ecos/cvxpy interface. As a temporary fix, I suggest choosing a different solver, by passing, e.g., solver='SCS' to the SPO policy object __init__ method.
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