Implementation of a Learning Enabled Optimization framework on WYNDOR data.
Requires the following packages: pyomo pandas numpy sklearn. Also cplex is required for MIQP solutions. If using heuristic solutions, only LP solver is required.
Currently only running heuristic solution for Google Colab: https://colab.research.google.com/github/miaonima/LEO-Wyndor-Piecewise/blob/master/Piecewise.ipynb
References:
- ISE 533 Notes: Integrative Analytics with Cross-Sectional Data Yunxiao Deng, Suvrajeet Sen and Jiajun Xu
- Convex piecewise-linear fitting Alessandro Magnani · Stephen P. Boyd