3arbie / msppy

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MSPPy

Installation

python setup.py install

Quick start examples

Some tiny-scale problems can be found in the quick_start folder. The purpose of these examples are getting you familiar with the package. None of them are realistic and useful. Summary of the examples:
a_simple_MIP.py: stage-wise independent finite discrete MSIP.
absoulte.py: stage-wise independent finite discrete MSLP.
air_conditioners.py: stage-wise independent finite discrete MSLP.
news_vendor.py: Markov chain MSLP.
portfolio_optimization.py: Markovian MSLP.
selling_tickets.py: stage-wise independent finite discrete MSIP.
semiconductor.py: Markov chain MSLP.

Examples

Three real-world large-scale examples--power system planning, portfolio optimization, airline revenue management, can be found in the examples folder. For more details, users are referred to the paper linked below.

Documentations

Documentations are currently developing and will be released soon.

Citing MSPPy

If you use MSPPy in a publication, please cite this paper

About

License:BSD 3-Clause "New" or "Revised" License


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