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optimization-methods

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Optimal Assignment is a famous topic in Operational Research. This projects contains a C program implementing a command line app that finds the optimal assignment. Given a set of jobs and a set of candidates, we have to assign each candidate a job. Assigning a job to a candidate has a particular cost. The problem is to find the assignment that e…

  • Updated Jul 31, 2021
  • C

This project was carried out as the final assignment for the Mathematical Optimization for Data Science course. The goal of the analysis was to compare two variants of the Frank-Wolfe Method with the Projected Gradient Method on the Markowitz portfolio optimization problem.

  • Updated Oct 29, 2023
  • Jupyter Notebook

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