Portfolio Selection Optimization

This documentation provides several self-contained Jupyter notebooks that discuss the modeling of typical features in mean-variance (M-V) portfolio optimization.

Airline Planning After Flight Disruption

Weather events are a major threat to the airline industry. This notebook walks through the optimization problem of deciding which flights to operate and which flights to cancel after a weather disruption.

Tackling world hunger using mathematical optimization

Transporting food in a global transportation network is a challenging undertaking. In this notebook, we will build an optimization model to set up a food supply chain based on real data from the UN World Food Program. 

Optimizing a power generation schedule

The electricity grid powers nearly every aspect of modern life — be it charging a phone, powering a factory, or mining Bitcoin. Managing the supply and demand of electricity can be a complex and challenging task. In this notebook, we model this decision-making problem using mathematical optimization.

Avocado Price Optimization

This example optimizes avocado prices to maximize revenue using a quadratic program. The relationship between price and demand is modeled using linear regression.

Workforce Scheduling Demo

This Workforce Scheduling demo addresses an important problem in the services industry: How to create shift schedules that maximize resource utilization.

The Traveling Salesman Problem Demo

In this example we’ll solve the Traveling Salesman Problem. We’ll construct a mathematical model of the problem, implement this model in Gurobi’s Python interface, and compute and visualize an optimal solution.

Try Gurobi for Free

Choose the evaluation license that fits you best, and start working with our Expert Team for technical guidance and support.

Evaluation License
Get a free, full-featured license of the Gurobi Optimizer to experience the performance, support, benchmarking and tuning services we provide as part of our product offering.
Academic License
Gurobi supports the teaching and use of optimization within academic institutions. We offer free, full-featured copies of Gurobi for use in class, and for research.
Cloud Trial

Request free trial hours, so you can see how quickly and easily a model can be solved on the cloud.