Numerical Optimization Formulation

Concepts and workflow for going from a problem description to a clear formulation across LP, MILP, and QP. No API code here.

What is LP / MILP / QP

• LP: Linear objective, linear constraints, continuous variables.
• MILP: Same as LP plus some integer or binary variables (e.g., scheduling, facility location, selection).
• QP: Quadratic objective (e.g., x², x·y terms — portfolio variance, least squares), linear constraints. QP support in cuOpt is currently in beta.

Identifying problem type