Linear programming Archives

Gekko for linear demand pricing

How can we decide on a product or service price using observed data over time? For example, a retailer may have changed the price for a specific product in multiple time slots of a week, tested the demanded quantity (sales) […]

Integer programming with CPLEX & DOCPLEX

Thanks to the evolution of Python and its applications to solve linear programs and their variations supply chain and operations research analysts now have access to numerous packages and tools that support decision making. In this article I will use […]

Using solvers for optimization in Python

Following the previous article on modeling and solving an optimization problem in Python using several “interfaces” (+), in this article, I try to provide a comprehensive review of open-source (OS), free, free & open-source (FOSS), and commercial “solvers,” which are […]

Optimization with JuMP and GLPK in Julia

As a result of the emergence and progress of open-source languages SCM and OR analysts have access to a growing number of constantly improving tools and solvers. Julia, for example, is a flexible dynamic open-source programming language that is appropriate […]

Linear programming in Julia with GLPK and JuMP

In previous posts we have covered various linear programming examples in both Python and R. We have e.g. introduced lpSolve in R, PuLP in Python, Gekko in Python, MIP in Python, ortools in Python as well as many other packages […]

Epsilon constraint optimization 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 […]

Scalarizing multi-objective optimizations

I already introduced various coding examples implementing multi-objective optimization. In these examples I implemented different strategies for searching a multi-objective optimum. One of these strategies was based on scalarizing multiple objectives into a single objective function using weights for each […]

Prescriptive analytics for network design

One of the duties I frequently performed as an operations research analyst in consulting projects was optimizing companies’ supply chain network designs. A supply chain is a network that connects suppliers with customers to procure materials, transform them into final […]

Integer program with Google ortools (Python)

In a several other posts on Google’s ortools module in Python I have already solved the linear optimization problem stated below. The problem is a continuous problem as all optimization variables are from a continuous solution space. I could think […]

Lean linear program with ortools in Python

In a previous post on Google’s ortools module in Python I solved the linear optimization problem stated below: The code written in my previous post can be reduced to fewer lines of code, resulting in lean code. In this post […]

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Linear programming

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