Sample code to showcase:
- Mathematical Programming and Mixed-Integer Programming
- Lagrangian decomposition
- Stochastic programming
applied to "power plant scheduling problem" a.k.a. the Unit Commitment Problem (UCP).
The code has been used to produce content for some of my talks. See slides deck ATaverna_DLI_2022.pdf for the talk at DeepLearning Italia / Codemotion Italy in 2022 (audio in Italian).
The example data for the UCP has been generated using the "ucig" code available at prof. Frangioni's CommaLAB webpage under "Deterministic Unit Commitment".
Install requirements via requirements.txt
.
Content is in runnable notebooks:
Knapsack
for knapsack problemUCP
,UCP_Lagrangian
andUCP_Stochastic
for UCP.Non-smooth Dual Example
shows an example of non-smooth problem, written in Markdown/LaTeX
Licensed according to MIT licence, see LICENSE.txt