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Operations Research using CVXPY

This repository contains sample problems of Operations Research (OR) solved by convex optimization in CVXPY package. Three typical OR problems were evaluated using the available free solvers in the CVXPY distribution.

Requirements:

numpy
cvxpy
jupyter

The virtual environment is included in the venv folder as well as a bash file to create the virtual environment. The machine used at the creation of this repository is Linuxmint 18.3

Running the codes:

1. Open a terminal
2. (Optional) Create a virtual environment by running: 'bash setup_virtualenv.sh'
3. Activate the virtual environment: 'source venv/bin/activate'
4. Run jupyter notebook: 'jupyter notebook'
5. The notebook server should be running and open a browser
5. Select among the three solution files [*.ipynb] to open and explore

Miscellaneous files:

1. 'cvxpy.pdf' - the manual for using the CVXPY package.
2. 'ConvexOpt.png' - a mindmap summary of Convex Optimization.

Conclusion

Three problems in Operations Research were evaluated using convex optimization in CVXPY. CVXPY is available at: https://www.cvxpy.org/index.html