- A collection of optimization models & implementations.
- 优化模型 & 优化理论: 论文选读及代码复现
- Optimization Methods
- qap_lp, reading notes for L_p regularization for QAP. Jiang et al. (2016)
- RO/SP/DRO
- lro-example, a 1-D newsvendor problem. Reproduce computational experiments in paper Wang et al. (2016)
- Miscellanea 啥也不是、杂七杂八
- lr-outlier, a simple regression model with outlier selection.
Jiang B, Liu YF, Wen Z (2016) L_p-norm regularization algorithms
for optimization over permutation matrices. SIAM Journal on
Optimization 26(4):2284–2313.
Wang Z, Glynn PW, Ye Y (2016) Likelihood robust optimization for
data-driven problems. Computational Management Science
13(2):241–261.