JADS expert program: Case files optimization class

Here you can find the cases, assignments and slides for the two optimization classes for the JADS expert program 2018. If you have any questions, please send me an email (contact information on the homepage).

Facility location optimization model

Python (Pyomo) installation guidelines and example: Assignment: Soluions: If you have any questions, feel free to email me.

Screenshot of python visualization showing facility location solution.

Mean-variance portfolio optimization model

Assignment: Solutions: If you have any questions, feel free to email me.

Screenshot of Excel input data with mean returns and variances of 100 assets.