JuMP IPOPT plugin can’t find or interface with LAPACK at runtime?

Specific Domains Optimization (Mathematical)
6

I can’t reproduce this, so try updating your packages. There have been a bunch of improvements between SCIP 0.11.6 (released in October 2022) and the latest version. It’s probably something to do with your M1 Mac.

You can also write your model like:

model = Model(SCIP.Optimizer)
@variable(model, w[1:n] in Semicontinuous(0.01, 0.1)) 
@constraint(model, sum(w) == 1.0) 
@objective(model, Max, mu_bl' * w - 0.5 * lambda * w' * Sigma * w)
optimize!(model)
assert_is_solved_and_feasible(model)
w_dc = value.(w)
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