example

[heshriti]

Hi,

Are there some examples of portfolio optimization with this lib? I've been trying to get something like scs (https://github.com/cvxgrp/scs) to work with apophenia. unfortunately, am not really sure how to setup the data structures correctly- the factor risk model, the linear and convex constraints, making the scs/opitm call, and finally collecting the output.

Appreciate any help you can provide.

Thank you.