/linear-programming

Linear Programming, Simplex, and Integer LP

Primary LanguageJupyter NotebookMIT LicenseMIT

linear-programming

Linear Programming, Simplex, and Integer LP

Jupyter notebooks working through a capital budgeting integer optimization problem with various approaches.

  • including an example case showing why "greedy" stepwise maximization approaches can fail.

Linear-Programming-2.0.ipynb

  • introductory notebook to a linear programming optimization solution with some visualizations, oct 2020