cognoscentai/msppy

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

https://msppy.readthedocs.io/en/latest/

Support

Python 3+, Gurobi 7+, Linux/MacOS. Support for Windows is not currently supported.

Citing MSPPy

If you use MSPPy in general in a publication, please cite this paper; If you use Periodical SDDP, please also cite this paper;