mosek (4 notebooks)#

Hydrothermal Scheduling Problem with Conic Programming#

Notebooks > Hydrothermal Scheduling Problem with Conic Programming
hydrothermal.ipynb Open In Colab Open In Deepnote Open In Kaggle Open In Gradient Open In SageMaker Studio Lab
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
Author: Gleb Belov (9 notebooks) <gleb@ampl.com>

Logistic Regression with amplpy#

Notebooks > Logistic Regression with amplpy
logistic_regression.ipynb Open In Colab Open In Deepnote Open In Kaggle Open In Gradient Open In SageMaker Studio Lab
Description: Logistic regression with amplpy using exponential cones
Tags: highlights, amplpy, regression, sigmoid, softplus, log-sum-exp, classifier, regularization, machine-learning, conic, exponential-cone, second-order-cone, quadratic-cone, formulation-comparison
Author: Gleb Belov (9 notebooks) <gleb@ampl.com>, Filipe Brandão (16 notebooks) <fdabrandao@gmail.com>

Portfolio Optimization: Factor Model#

Notebooks > Portfolio Optimization: Factor Model
portfolio_factor_model.ipynb Open In Colab Open In Deepnote Open In Kaggle Open In Gradient Open In SageMaker Studio Lab
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, cardinality-constraint
Author: Gleb Belov (9 notebooks) <gleb@ampl.com>

Robust Linear Programming with Ellipsoidal Uncertainty#

Notebooks > Robust Linear Programming with Ellipsoidal Uncertainty
tip6_robust_linear_programming.ipynb Open In Colab Open In Deepnote Open In Kaggle Open In Gradient Open In SageMaker Studio Lab
Description: AMPL Modeling Tips #6: Robust Linear Programming
Tags: highlights, modeling-tips, conic
Author: Gleb Belov (9 notebooks) <gleb@ampl.com>