Gleb Belov (12 notebooks)#
A Party Scheduling Problem with FICO Xpress#
Description: A scheduling problem for visitor-host assignments. Feasibility version (no objective function). Demonstrates high-level modeling in AMPL MP, AMPL Python API, and tuning in FICO Xpress
Author: Gleb Belov (12 notebooks) <gleb@ampl.com>
Aircrew trainee scheduling with seniority constraints#
Description: Aircrew trainee scheduling with simpler seniority modeling
Tags: trainee-scheduling, aircrew-scheduling, employee-scheduling, seniority-constraints, seniority-ranking, preferential-bidding-system, multi-objective, lexicographic-objectives, amplpy
Author: Gleb Belov (12 notebooks) <gleb@ampl.com>
CP-style scheduling model with the numberof operator, solved by a MIP solver#
Description: Scheduling model with the Constraint Programming numberof operator, solved with a MIP solver. New MIP solver drivers based on the [MP library](https://amplmp.readthedocs.io/) enable CP-style modeling.
Author: Gleb Belov (12 notebooks) <gleb@ampl.com>
Hydrothermal Scheduling Problem with Conic Programming#
Description: Hydrothermal Scheduling Problem using Second-Order Cones
Tags: amplpy, conic, second-order-cone, quadratic-cone, nonlinear-programming, scheduling, engineering, power-generation, geothermal-energy, hydropower, electric-power-industry
Author: Gleb Belov (12 notebooks) <gleb@ampl.com>
Logistic Regression with amplpy#
Description: Logistic regression with amplpy using exponential cones
Minimize the Pairwise Distance Ratio for N Points#
Description: Minimize the pairwise distance ratio of N points with FICO Xpress
Tags: amplpy, highlights, nonlinear, quadratic, global-optimization, local-optimization, trigonometric, xpress
Author: Gleb Belov (12 notebooks) <gleb@ampl.com>
N-Queens#
Description: How can N queens be placed on an NxN chessboard so that no two of them attack each other?
Author: Gleb Belov (12 notebooks) <gleb@ampl.com>
Paintshop Color Change Scheduling with FICO Xpress#
Description: A scheduling problem demonstrating high-level modeling and manual solver tuning in FICO Xpress
Author: Gleb Belov (12 notebooks) <gleb@ampl.com>
Portfolio Optimization: Factor Model#
Description: Mean-Variance Portfolio Optimization model where the risk estimator is not given explicitly but is instead represented by a factor model, as is common in US equity models [1]. The original notebook is [3].
Tags: finance, portfolio-optimization, mean-variance, factor-model, ampl-conditonal-instantiation, mp, cardinality-constraint
Author: Gleb Belov (12 notebooks) <gleb@ampl.com>
Retrieve Solution pool with AMPL and Gurobi#
Description: This notebook describes how to retrieve multiple solutions from the solver’s solution pool. Optimization problems usually have several optimal solutions, one is returned by the solver but the others are discarded. These alternative solutions can also be retrieved by AMPL.
Robust Linear Programming with Ellipsoidal Uncertainty#
Description: AMPL Modeling Tips #6: Robust Linear Programming
Author: Gleb Belov (12 notebooks) <gleb@ampl.com>
Solution check: discontinuous objective function#
Description: Pathological examples to illustrate MP solution checker and settings
Author: Gleb Belov (12 notebooks) <gleb@ampl.com>