linear_regression

Module for formulating ordinary regression models into a gurobipy model.

The following linear models are tested and should work:

• sklearn.linear_model.LinearRegression

• sklearn.linear_model.Ridge

• sklearn.linear_model.Lasso

Functions

add_linear_regression_constr(gp_model, ...)

Formulate linear_regression in gp_model.

Classes

LinearRegressionConstr(gp_model, predictor, ...)

Class to formulate a trained sklearn.linear_model.LinearRegression in a gurobipy model.