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.

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