Linear programming investment portfolio example
3070 white gpu
Aug 16, 2018 · An example of linear optimization. I’m going to implement in R an example of linear optimization that I found in the book “Modeling and Solving Linear Programming with R” by Jose M. Sallan, Oriol Lordan and Vincenc Fernandez. The example is named “Production of two models of chairs” and can be found at page 57, section 3.5.
Example integer programming problems include portfolio optimization in finance, optimal dispatch of generating units (unit commitment) in energy production, design optimization in engineering, and scheduling and routing in transportation and supply chain applications.