Linear programming

Augmented epsilon constraint method: Multi-goal optimization with Pulp in Python

In previous posts, we have discussed using PuLP in python for the implementation of multi-objective linear optimization methods such as maximizing for one objective, then adding it as a constraint, and solving for the other objective (or applying a scalar […]

Linear optimization in Python: Using SciPy for linear programming

In previous posts I showed how to conduct optimization in R (linear optimization with lpSolve, quadratic optimization with quadprog and non-linear gradient descent optimization with nloptr). In this post I show how to model and solve the linear optimization problem […]