/mixed-integer-programming

Implemented MILP for profit optimization as part of prescriptive analytics solution for NY based Fortune 200 CPG industry partner, using branch-and-bound algorithm

Primary LanguageJupyter Notebook

Here, I try to implement mixed-integer linear programming, based on the 'branch and cut' algorithm. I have used 'ortools' as my choice of library.

from ortools.linear_solver import pywraplp

How it helped my Industry Partner (Fortune 200 CPG Company):

Specifically, I have shown how MILP can be used to implement optimization modeling for maximizing profit by creating SKU bundles of fast and slow moving products.

More details about the above work, and related research can be found here.

Branch and Bound Algo:

Below is a brief summary about MILP and the associated alogorithm from my personal notes.

Branch_and_Bound