Linear Programming, Finance, Portfolio, Portfolio Management, Optimization.
“Y”: 350, “Z”: 450} fixed_costs = {“X”: 4000, “Y”: 2000, “Z”: 6000} So, we have an objective that needs to be minimized Minimize ∑ (variable cost_i *quantity_i + fixed cost_i * IsOrder_i) Where IsOrder {1 if buying from a broker i or 0 if not buying from broker i} Our other constraints as follows