Optimization-Python
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General optimization (LP, MIP, QP, continuous and discrete optimization etc.) using Python
Reference to other optimizer repos: - https://github.com/Zuriich/Pyomo-Diet - https://github.com/DerekGloudemans/Nutrition-Optimization-New Reference on Datasets of USDA: - SQLite & JSON https://github.com/schirinos/nutrient-db - SQLite https://github.com/alyssaq/usda-sqlite - SQLite https://github.com/dunhamsteve/nutrition-data - CSV of Version 28...
Page: Portfolio_optimization.ipynb Please change this line: mr.set_value(date,s,ret) To this: mr.at[date, s] = ret
thanks for https://towardsdatascience.com/linear-programming-and-discrete-optimization-with-python-using-pulp-449f3c5f6e99 only you mentioned It is noteworthy that even the widely-used SciPy has a linear optimization method built-in. https://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.linprog.html#scipy.optimize.linprog but scipy.optimize.linprog can not deal with integer optimization problem
Hello, I am trying to maximize Sharpe with this code adding this line: **sharpe = ret / risk** just before the problem definition and changing it by: **prob = Problem(Maximize(sharpe),...
I am trying to reimplement code in your notebooks. I get the error "PulpSolverError: Pulp: Error while executing /usr/local/lib/python3.6/dist-packages/pulp/solverdir/cbc/linux/64/cbc" I tried checking the installations which seems to be fine. Can...