I am studying operations research and have been researching real world problems/applications of such things as linear programming, integer programming, MIP ect. I found mostly complete problems in my textbook that are decent, like design of radiation therapy, assigning shift, but I wanted to look for something that was more geared to finance.

I spoke with some colleagues and the Efficient Frontier Portfolio optimization was an idea. I researched it and coded it up in python. The concept is rather straight-forward but the mathematics is probably too intense for my studies especially since I have not learned quadratic programming as of yet.

So, my request is if anyone has any suggestions for a real world application problem in, preferably, linear programming with associated data that I could formulate and try to solve on. Put another way... interesting linear programming problems in industry that I could try to practice or formulate on.



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