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Examples for Confidence Interval Estimation - #18

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whart222 merged 56 commits into
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mrp
Aug 13, 2026
Merged

Examples for Confidence Interval Estimation#18
whart222 merged 56 commits into
mainfrom
mrp

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@natasha-patnaik-321

@natasha-patnaik-321 natasha-patnaik-321 commented Jul 24, 2026

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Two versions of the farmer problem, used as an exemplar for the MRP algorithm in the single-fidelity setting.

Basic farmers = Classic 3-scenario problem from Birge & Louveaux
Advanced farmers = For each crop, do a linear interpolation between the BelowAverage scenario yield and the AboveAverage scenario yield from the Basic farmers problem. For each crop, select any one of these yields with equal probability. The full scenario distribution is a discrete uniform over all resulting scenario vectors.

For the ACV-MRP algorithm in the multifidelity setting: see mrp_discrete_facilityloc.

NOTE: a more illustrative multifidelity example may be considered in the future, but for now, leaving this as the main example to demonstrate usage & capabilities.

rachaelalfant and others added 30 commits June 11, 2026 21:31
@natasha-patnaik-321 natasha-patnaik-321 changed the title Farmers Example for Confidence Interval Estimation Examples for Confidence Interval Estimation Aug 12, 2026
Comment thread dev_environment.yml

@rachaelalfant rachaelalfant left a comment

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Have we fixed the highspy issue with the different versions of Python? It looks like the tests are passing, but just wanted to double check!!

@whart222
whart222 merged commit f53fa2d into main Aug 13, 2026
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3 participants