You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
In this course students will be exposed to advanced methodologies in statistics computing and optimization methods, and get hand-on experience by applying various techniques on real-world data.
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…
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.