We combine Mixed-Integer Programming (MIP) with Machine Learning to find near-optimal portfolios efficiently: maximize: μᵀw - λ·(wᵀΣw) - transaction_costs(w ...
The subproblem of the C&CG procedure is a special BiMIP, thus can be solved by PowerBiMIP efficiently. PowerBiMIP now offers a solver interface specifically designed for two-stage robust optimization ...
Abstract: This paper presents a non-intrusive load monitoring (NILM) model based on two-stage mixed-integer linear programming theory. Compared with other mixed integer optimization-based models, this ...
Abstract: The rapid evolution of artificial intelligence and IoT (Internet of Things) technology is making autonomous driving an emerging critical trend in open-pit mining operations. However, current ...
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