As stated in title, I have optimization problem with 3 assets
I tried the following solution:
G1 = matrix(np.concatenate((np.eye(n_assets1), -np.eye(n_assets1)), axis=0))
sol1 = solvers.qp(covariance_matrix1, -expected_return1, G1, h1, A1, b1)
Running the above code gave me the following error: TypeError: 'G' must be a 'd' matrix of size (6, 5)
How should look my G matrix to make code valid?
