MSBA Optimization

The repo contains project and homework code and results for Optimization part 1 and part 2 offered in MSBA at UT Austin.

Part 1

Part 1 covers Linear programming, Binary/Integer programming, Mixed Integer programming & Non-linear programming

Homework

Homework contains individual assignments having multiple smaller problems on different topics. Relevant data is available but the problem statement is not.

Projects

Project involves a bigger business problem with required data that needs to be solved using Optimization techniques convered.

Three projects were done in part 1 -

  1. Linear programming: Marketing Budge Allocation - Code and Report
  2. Stochastic Control & Optimization: Index Fund Creation - Code and Report
  3. Non Linear Programming: Regression Variable Selection - Code and Report

Part 2

Part 2 covers Neural Networks, Dynamic Programming, Stochastic Optimization and Reinforcement Learning