when modelling a lp production problem, I use a high number of integer. First the problem was being solved in a reasonable time but when I added a big number of binary values (y) due to big M method, it takes hours and hours and the program doesn’t appear to be working at all. This is because Pulp is qu…
Tag: pulp
Using PuLP to minimize two sums in python
I am trying to find the optimal weights of two indexes (stocks and bonds) to mimic as closely as possible a stocks return. (NOC stock). I am having trouble setting up PuLP to minimize the sum of squared differences. objective function: (minimize) (sum of weighted stock returns + sum of weighted bond return &#…
Get minimum of maximize value on pulp objective function
I’m trying to use pulp to get minimum value U(X) of following objective function, where x_{f,i,v} is binary value. And I’m having problem while writing max() when set an objective function to pulp.LpProblem. What I do is use python inner function max() but it gives me an error. Seems like it canno…