11 Case StudiesΒΆ

In this section we present some case studies in which the Optimizer API for C is used to solve real-life applications. These examples involve some more advanced modelling skills and possibly some input data. The user is strongly recommended to first read the basic tutorials of Sec. 6 (Optimization Tutorials) before going through these advanced case studies.

Case Studies Type Int. Keywords
Portofolio Optimization CQO NO Markowitz, Slippage, Market Impact