Portfolio Optimization with Gurobi
This documentation provides several self-contained Jupyter notebooks that discuss the modeling of typical features in mean-variance (M-V) portfolio optimization.
Price Optimization with Competing Products
Create a predictive model to forecast sales based on product prices, then build an optimization model to identify the optimal product mix.
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.
Text Dissimilarity Using Linear Programming
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.
Diverse Music Recommendation System
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.
