cuopt-numerical-optimization-formulation
Installation
SKILL.md
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
| Property | LP | MILP | QP |
|---|---|---|---|
| Objective | Linear | Linear | Quadratic (xᵀQx + cᵀx) |
| Constraints | Linear | Linear | Linear (no quadratic constraints) |
| Variables | Continuous | Mixed: continuous + integer/binary | Continuous |
| Sense | min or max | min or max | minimize only (negate to max) |