A while ago, a friend presented me an optimization problem that he stumbled upon in his day job. The problem seemed interesting, so I considered writing a program to solve it, though after a while I decided to let the occassion pass. The thing is, I don’t know that much about optimization and I had no idea about where to start! Besides, I had tried solvers for linear programming in the past, but the lack of documentation and difficulties to get them working on Windows were really off-putting.
