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A cryptocurrency arbitrage framework implemented with ccxt and cplex. It can be used to monitor multiple exchanges, find a multi-lateral arbitrage path which maximizes rate of return, calculate the optimal trading amount for each pair in the path given flexible constraints, and execute trades with multi-threading implemenation.
A MSc's Dissertation Project which focuses on Vehicle Routing Problem with Time Windows (VRPTW), using both exact method and heuristic approach (General Variable Neighbourhood Search)
This book offers a theoretical and computational presentation of a variety of linear programming algorithms and methods with an emphasis on the revised simplex method and its components. A theoretical background and mathematical formulation is included for each algorithm as well as comprehensive numerical examples and corresponding MATLAB® code.…
A tutorial on using C++/Cplex for OR problems. The tutorial is intended to be useful for every OR practitioner with an intermediary knowledge of coding.