Code for the Python (with Gurobi solver) implementation of the MIP model presented in the paper: "Portfolio Construction Through Mixed-Integer Programming at Grantham, Mayo, Van Otterloo and Company" ...

Solving the mixed-integer quadratic programming (MIQP) problem is often required in many practical applications. But the existing solvers always encounter the contradiction between high precision and ...

About Interactive mixed integer linear programming solver in Python by Peijun Xiao, Zeyi Wang, Yuan Zhou Readme GPL-2.0 license Activity ...

3. Methodology The framework developed for this approach uses a mixed-integer linear programming formulation, balancing imprecision from linearization with benefits of global optima and rapid ...

We propose an exact solution approach that involves mixed-integer linear programming. The objective is hereby to minimize the sum of weighted deviations from the target landing times under ...

In this paper, we discuss the use of mixed integer rounding (MIR) inequalities to solve mixed integer programs. MIR inequalities are essentially Gomory mixed integer cuts. However, as we wish to use ...

Egon Balas, , , Mixed 0-1 Programming by Lift-and-Project in a Branch-and-Cut Framework, Management Science, Vol. 42, No. 9 (Sep., 1996), pp. 1229-1246 ...