Decompositions Algorithms Broken Down and Explained

This post explores how to use various decomposition techniques to solve LPs and MIPs. I have written these using Gurobi as a solver and as the mathematical formulation software. This is a reproducible example if you have R Studio just make sure you have installed the correct packages. library(gurobi) ## Warning: package ‘slam’ was built under R version 4.1.2 library(tictoc) library(Matrix) library(ggplot2) ## Warning: package ‘ggplot2’ was built under R version 4.

Benders Decomposition Algorithm Explained

This post explores how to use Benders Decomposition to solve LPs and MIPs. I have written these using Gurobi as a solver and as the mathematical formulation software. This is a reproducible example if you have R Studio just make sure you have installed the correct packages. library(gurobi) ## Warning: package ‘slam’ was built under R version 4.1.2 library(lpSolveAPI) library(tictoc) library(Matrix) library(ggplot2) ## Warning: package ‘ggplot2’ was built under R version 4.

Quadratic Programming Examples and Algorithms

Background This post explores how to solve QPs by hand and with Gurobi. I have written these using Gurobi as a solver and as the mathematical formulation software. This is a reproducible example if you have R Studio just make sure you have installed the correct packages. library(gurobi) ## Warning: package ‘slam’ was built under R version 4.1.2 library(tictoc) library(Matrix) library(ggplot2) ## Warning: package ‘ggplot2’ was built under R version 4.

Gurboi’s R Examples 2

This post explores how to use Gurobi to solve more advanced LPs, MIPs, and QPs. I have written these using Gurobi as a solver and as the mathematical formulation software. This is a reproducible example if you have R Studio just make sure you have installed the correct packages. library(gurobi) ## Warning: package ‘slam’ was built under R version 4.1.2 library(Matrix) This example formulates and solves the following simple QP model: