10 Case Studies

In this section we present some case studies in which the Fusion 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. 7 (Optimization Tutorials) before going through these advanced case studies.

Case Studies Type Int. Keywords
Portfolio Optimization CQO NO stacking, objective function change
Primal SVM CQO NO variable repeat
2D Total Variation CQO NO slicing, sliding windows
Inner and outer Löwner-John Ellipsoids SDO NO determinant root
Nearest Correlation Matrix Problem SDO NO Frobenius norm, nuclear norm
Semidefinite relaxation of MIQCQO problems SDO NO integer least squares
SUDOKU Game MILP YES assignment constraints
Multi Processor Scheduling MILP YES assignment constraints, initial solution
Travelling Salesman MILP YES graph, row generation