knitro (6 notebooks)#
Bilevel Markets#
Description: A notebook that presents a comprehensive mathematical formulation of strategic bidding in electricity markets using bilevel optimization and its equivalent single-level Mathematical Program with Equilibrium Constraints (MPEC) obtained through Karush-Kuhn-Tucker (KKT) transformation.
Tags: educational, bilevel, complementarity, amplpy, gurobi, knitro, baron, mpec, energy, electric-power-industry
Bilevel Optimization Introduction#
Description: A notebook as a gentle introduction to Bilevel Optimization and how to reformulate to Single Level using KKT conditions and Complementarity using AMPLPy and MP with a simple Stackelberg model
Largest small polygon#
Description: lecture about models for the Largest Small Polygon Problem
Pairs Trading Strategy Optimization in Python with AMPL#
Description: Optimize pairs trading strategy by optimizing entry and exit thresholds for each pair based on training data. This approach uses interpolation to find optimal parameters within the range tested.
Tags: finance, pairs-trading
Unit Commitment MINLP with Knitro#
Description: Solving a nonlinear Unit Commitment problem with Knitro using MP features for logic and multi-objective optimization. The goal of this notebook is to show a straightforward and clear way of using nonlinear solvers for complex models with logical expressions and also hierarchical multi-objective optimization.
Tags: mp, knitro, mp2nl, nonlinear, quadratic, minlp, unit-commitment, electric-power-industry, energy, multi-objective, gurobi, xpress, mp2nl
Using multiple objectives in your model#
Description: We show how to use multiple objectives with Amplpy using a nonlinear Unit Commitment problem. We won’t be using native or emulated features from the solver interface, but emulating manually a lexicographic multiobjective problem.
Tags: warm-start, mp, multi-objective, gurobi, xpress, knitro, mp2nl, electric-power-industry, unit-commitment