This project built three models: All-in-One Model, Stochastic Approximation Model (Stochastic "Gradient Descent"), and Stochastic Decomposition Model to solve a multi-location transhipmment problem, a stochastic optimization problem.
Multi-location Shipping Problem.ipynb：Code.
ISE533-Group6-Portfolio.pdf: A report of the four projects. The report of this transhippment project is from page 3 to page 14.
Proj1--Group 6-final version.pptx: Project presentation.
A_Comparison_of_Sample-Path-Based_Simulation-Optimization_and_Stochastic_Decomposition_for_Multi-Location_Transshipment_Problems.pdf: Reference paper.
Herer-Tzur-Yucesan - IIE (2006).pdf: Reference paper.
Python, Julia, optimization, gradient descent, stochastic decomposition