knitro (4 notebooks)#

Bilevel Markets#

Notebooks > Bilevel Markets
bilevel_markets.ipynb Open In Colab Open In Deepnote Open In Kaggle Open In Gradient Open In SageMaker Studio Lab
Description: A notebook that presents a comprehensive mathematical formulation of strategic bidding in electricity markets using bilevel optimization and its equivalent single-level Mathematical Program with Equilibrium Constraints (MPEC) obtained through Karush-Kuhn-Tucker (KKT) transformation.
Tags: educational, bilevel, complementarity, amplpy, gurobi, knitro, baron, mpec, energy
Author: Eduardo Salazar (2 notebooks) <eduardo@ampl.com>

Bilevel Optimization Introduction#

Notebooks > Bilevel Optimization Introduction
bilevel_introduction.ipynb Open In Colab Open In Deepnote Open In Kaggle Open In Gradient Open In SageMaker Studio Lab
Description: A notebook as a gentle introduction to Bilevel Optimization and how to reformulate to Single Level using KKT conditions and Complementarity using AMPLPy and MP with a simple Stackelberg model
Tags: educational, bilevel, complementarity, amplpy, gurobi, knitro, stackelberg
Author: Eduardo Salazar (2 notebooks) <eduardo@ampl.com>

Largest small polygon#

Notebooks > Largest small polygon
largest_small_polygon.ipynb Open In Colab Open In Deepnote Open In Kaggle Open In Gradient Open In SageMaker Studio Lab
Description: lecture about models for the Largest Small Polygon Problem
Tags: geometry, non-linear, amplpy, ipopt, educational
Author: Marcos Dominguez Velad (31 notebooks) <marcos@ampl.com>

Pairs Trading Strategy Optimization in Python with AMPL#

Notebooks > Pairs Trading Strategy Optimization in Python with AMPL
Notebook_2_Pairs_Trading_Strategy_Optimization.ipynb Open In Colab Open In Deepnote Open In Kaggle Open In Gradient Open In SageMaker Studio Lab
Description: Optimize pairs trading strategy by optimizing entry and exit thresholds for each pair based on training data. This approach uses interpolation to find optimal parameters within the range tested.
Tags: finance, pairs-trading
Author: Mukeshwaran Baskaran (4 notebooks) <mukesh96official@gmail.com>