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Hi, I have a linear problem and I want to add a if...then.. type constraint to it. It will essentially introduce a binary variable to the problem. The situation is like this: Min sum( X(i) *...
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Hello, I have a historical time series of 72-year monthly inflows. I need to generate, say 100, synthetic scenarios using the historical data. Simple resampling (by reordering annual blocks of...
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