Introduction to Fusion |
|
Python, Fusion |
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Least squares regression |
CQO |
Python, Fusion |
regression, LSE, regularization, lasso, ridge, Huber penalty |
Linear regression techniques |
CQO, POW |
Python, Fusion |
regression, 2-norm, 1-norm, deadzone, p-norm, Czebyshew |
Stochastic risk measures |
LO, EXP, POW |
Python, Fusion |
portfolio, risk measures, value-at-risk, VaR, CVaR |
Risk parity portfolio selection |
EXP |
Python, Fusion |
risk parity, portfolio |
Irreducible Infeasible Subset (IIS) |
LO, MILO |
Python |
IIS, infeasibility, certificate, irreducible set, deletion filter |
Unit commitment |
MICQO |
Python, Fusion |
unit commitment, production planning |
SINR Optimization |
GP, EXP |
Python, Fusion |
geometric program, log-sum-exp, signal-to-noise, interference |
Filter design |
SDO |
Python, Fusion |
trigonometric polynomials, Czebyshev lowpass filter |
K-means and Euclidean Clustering |
CQO, MIO, DJC |
Python, Fusion |
clustering, k-means, disjunctive constraints |
Binary quadratic problems |
QP, SDP |
Python, Fusion |
SDP relaxation, branch and bound, binary QP |
Subcarrier and power allocation |
MIO, EXP |
Python, Fusion |
power allocation, data rate, channel allocation, F-SPARC |
Geometric facility location |
MICQO |
Python, Fusion |
planar coverage, wireless network design |
Smallest enclosing sphere |
CQO |
Python, Fusion |
geometry, dualization |
Optimization of cycles on surfaces |
LO |
Python, Fusion |
geometry, topology, triangulation |
Equilibrium of masses with springs |
CQO |
Python, Fusion |
mechanical equilibrium, potential energy |
Exact planar cover |
MIO |
Python |
combinatorial, binary variables, certificate |
Approximating uncertain inequalities |
EXP |
Python, Fusion |
adjustable robust, approximation, safe region |
Wasserstein barycenter |
LO |
Fusion, CVXPY, Pyomo |
Wasserstein distance, averaging, barycenter |
Wasserstein barycenter with regularization |
EXP |
Fusion, CVXPY |
Wasserstein distance, entropy, barycenter, regularization |
Wasserstein barycenter (Julia) |
LO |
Julia, JuMP |
Wasserstein distance, averaging, barycenter |
Wasserstein barycenter with regularization (Julia) |
EXP |
Julia, JuMP |
Wasserstein distance, entropy, barycenter, regularization |
Utility based option pricing |
CQO, EXP, POW |
Python, Fusion |
stochastic process, reservation price, portfolio, option pricing, HARA utility |
Piecewise linear approximation of a convex function |
CQO |
Python, Fusion |
approximation, regression, least squares, convex fitting, piecewise linear |
Distributionally robust portfolio |
LO |
Python, Fusion |
stochastic optimization, robust optimization, portfolio, Wasserstein metric |