SciPy Linprog Waterfall Formulation

Linked challenge: CRE Capital Stack Restructuring Linear Programming Engine

Prompt source

implementation7 lines1 sectionsNo variables0 checklist items

from scipy.optimize import linprog
# Formulate linear program for capital stack payout distribution
# Bounds and inequality matrices representing seniority hierarchy
def solve_capital_stack(asset_val, senior, mezz):
    c = [-1, -1] # Maximize total recovery
    # Setup bounds and constraints
    pass