Lecture 4


Here is an example of a small arbitrage data set that admits a Type A arbitrage (and here is the corresponding LP file), and here is an example where there isn't (LP file, here).
Here is the python script that you run from the command line to solve an LP, e.g. "python mygurobi.py typeA.lp". You need to have this script in the same folder. mygurobi.py will produce an output file named "mygurobi.log".
Here is the file-reading code we started working on. If you compile it into a executable, say 'reader.exe' then the command line would be something like 'reader.exe data.txt'.
This is a write-up on memory addresses in C (next lecture).