Data Science in F# 2023: an Ode to Linear Programming

In September, I had the great pleasure of attending the Data Science in F# conference in Berlin. I gave a talk and a workshop on Linear Programming, and figured I would make the corresponding material available, in case anybody is interested:

Linear Programming is perhaps an unusual topic for a data science conference. It is certainly a departure from my usual focus on Machine Learning with F#! I wanted to talk about Linear Programming, and its extension, Mixed Integer Linear Programming, because in my view, that technique is criminally under-appreciated. In particular, I have seen many projects start with the premise that “we need to use Machine Learning (or AI) to solve this”, when in fact Linear Programming would have offered a better, faster and cheaper solution. This talk and workshop are my attempt at re-habilitating LP, and hopefully helping you not overlook this old but very powerful technique!

As a side note, in case you could not make it to the conference, I encourage you to check out the FsLab blog, where information about the other talks should be published soon!

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