can be solved by solving an equivalent linear complementarity problem when H is positive semidefinite ... This can be modeled as a quadratic program in which the decision variables are the proportions ...

BEAVERTON, Ore.--(BUSINESS WIRE)--Gurobi Optimization, LLC today announced the release of Gurobi 9.0, the latest version of its industry-leading mathematical programming solver. Gurobi 9.0 ...