Write down the Linear Program (LP) relaxation of an IP Plot the graphical representation of an IP and find the optimal solution Understand the relationship between optimal solution of an IP and the ...
The model presented in this section is a Linear Integer Program (LIP), which combines integer variables with binary variables. The objective function and all constraints are linear.
This project addresses the challenge of index fund optimization to closely track the NASDAQ-100 index performance using a reduced number of stocks. Leveraging Integer Programming (IP) for stock ...
ABSTRACT: We propose a computational procedure to find the efficient frontier for the standard Markowitz mean-variance model with discrete variables. The integer constraints limit on the one hand the ...
Abstract: Group scheduling problems have attracted much attention owing to their many practical applications. This work proposes a new bi-objective serial-batch group scheduling problem considering ...
This package is an extension of SageMath's mixed integer linear programming facilities described at http://doc.sagemath.org/html/en/reference/numerical/index.html It ...