Difference between revisions of "Slides from Lectures and Tutorials"

From Svenleyffer
Jump to navigation Jump to search
 
(33 intermediate revisions by the same user not shown)
Line 1: Line 1:
−
* [[Media:01-intro.pdf|Introduction to Optimization]]
+
* '''Day 1: Introduction and Applications of Optimization'''
−
* [[Media:02-apps.pdf|Applications of Optimization]]
+
** [[Media:01-intro.pdf|Introduction to Optimization]]
−
* [[Media:01-tutorial.pdf|Tutorial 1]]
+
** [[Media:02-apps.pdf|Applications of Optimization]]
 +
** [[Media:01-tutorial.pdf|Tutorial 1]]
  
−
* [[Media:02a-model.pdf|Case Study: Design of Thermal Insulation System]]
+
* '''Day 2: Case Study and Methods for Unconstrained Optimization'''
−
* [[Media:03-unCons.pdf|Optimaility and Methods for Unconstrained Optimization]]
+
** [[Media:02a-model.pdf|Case Study: Design of Thermal Insulation System]]
−
* [[Media:02-tutorial.pdf|Tutorial 2]]
+
** [[Media:03-unCons.pdf|Optimality and Methods for Unconstrained Optimization]]
 +
** [[Media:02-tutorial.pdf|Tutorial 2]]
 +
 
 +
* '''Day 3: Newton and Conjugate Gradient Methods'''
 +
** [[Media:04-newton.pdf|Newton and Quasi-Newton Methods]]
 +
** [[media:05-conjGrad.pdf|Conjugate Direction Methods]]
 +
** [[Media:03-tutorial.pdf|Tutorial 3]] also download [[Media:UnCon.zip|Zip archive with Matlab routines you can modify]]
 +
 
 +
* '''Day 4: Trust-Region Methods and Bound Constrained Optimization'''
 +
** [[Media:06-restrStep.pdf|Restricted Step Methods]]
 +
** [[Media:07-bndCons.pdf|Methods for Bound Constrained Optimization]]
 +
** [[Media:04-tutorial.pdf|Tutorial 4]] new version of the Matlab routines  [[Media:UnConOpt.zip|Zip archive with Matlab routines you can modify]]
 +
 
 +
* '''Day 5: Optimality Conditions, Convexity, and Duality'''
 +
** [[Media:08-optConds.pdf|Optimality Conditions]]
 +
** [[Media:09-convexity.pdf|Convexity and Duality]]
 +
** [[Media:05-tutorial.pdf|Tutorial 5]]
 +
 
 +
* '''Day 6: Linear and Quadratic Programming'''
 +
** [[Media:10-LPs.pdf|Linear Programming]]
 +
** [[Media:11-QPs.pdf|Quadratic Programming]]
 +
** [[Media:06-tutorial.pdf|Tutorial 6]]
 +
*** Data file for transshipment model [[Media:network.dat|network.dat]]
 +
*** Data file for portfolio model [[Media:portfolio.dat|portfolio.dat]]
 +
*** Part of Student.mod model file [[Media:part.mod|part.mod]]
 +
 
 +
* '''Day 7: Nonlinear Programming Methods Part I'''
 +
** [[Media:12-SQP.pdf|Sequential Quadratic Programming]]
 +
** [[Media:13-IPMs.pdf|Interior-Point and Augmented Lagrangian Methods]]
 +
** [[Media:07-tutorial.pdf|Tutorial 7]]
 +
*** Data files for sparse optimization [[Media:SparseOpt.dat|SparseOpt.dat]], [[Media:lasso6_20_2.dat|lasso6_20_2.dat]], [[Media:lasso20_100_14.dat|lasso20_100_14.dat]]
 +
 
 +
* '''Day 8: Nonlinear Programming Methods Part II'''
 +
** [[Media:14-globalNLP.pdf|Globalization Strategies and Mechanisms]]
 +
** [[Media:15-largeNLP.pdf|Active-Set Methods for Large-Scale NLP]]
 +
** [[Media:08-tutorial.pdf|Tutorial 8]]
 +
*** Model and run files for 1D UFL optimization [[Media:UFL.mod|UFL.mod]], [[Media:UFL.ampl|UFL.ampl]], and a data file for multi-dimensional UFL [[Media:UFL1.dat|UFL1.dat]] (you need to write your own model file)
 +
 
 +
* '''Day 9: Optimization Problems with Equilibrium Constraints'''
 +
** [[Media:16-mpec1.pdf|Optimization Problems with Equilibrium Constraints]]
 +
** [[Media:17-mpec1.pdf|Optimization Problems with Equilibrium Constraints]]
 +
** [[Media:09-tutorial.pdf|Tutorial 9]]
 +
*** Model file for optimal taxation example [[Media:TaxBeer.mod|TaxBeer.mod]]
 +
*** Model file for optimal taxation ''small'' example [[Media:TaxBeerSmall.mod|TaxBeerSmall.mod]]
 +
 
 +
* '''Day 10: Mixed-Integer Nonlinear Optimization'''
 +
** [[Media:18-minlpIntro.pdf|Introduction to Mixed-Integer Nonlinear optimization]]
 +
** [[Media:19-minlpBnB.pdf|Branch-and-Bound for Mixed-Integer Nonlinear optimization]]
 +
** [[Media:10a-tutorial.pdf|The Real Tutorial 10]] A tutorial on te cutting stock problem by Meenarli, Prashant, and Devanand
 +
*** Small Example: [[Media:cspSmall.ampl|scpSmall.ampl]], [[Media:cspSmall.dat|cspSmall.dat]], [[Media:cspSmall.mod|cspSmall.mod]]
 +
*** Larger Example: [[Media:colGen.ampl|colGen.ampl]], [[Media:csp.dat|csp.dat]], [[Media:csp.mod|csp.mod]]
 +
** [[Media:10-tutorial.pdf|Alternative Tutorial 10]]
 +
*** Model and data file for water network optimization [[Media:water-net.mod|water-net.mod]], [[Media:water-net.dat|water-net.dat]]
 +
 
 +
* '''Day 11: Mixed-Integer Nonlinear Optimization'''
 +
** [[Media:20-minlpConvex.pdf|Outer Approximation and Hybrid Methods for Convex MINLPs]]
 +
** [[Media:21-minlpCuts.pdf|Cutting Plane Methods for Convex MINLPs]]
 +
 
 +
* '''Day 12: Mixed-Integer Nonlinear Optimization'''
 +
** [[Media:18a-minlpModel.pdf|Case Study in MINLP]]
 +
** [[Media:24-MIPDECO.pdf|Mixed-Integer PDE Constrained Optimization]]
 +
** Tutorial: Column Generation model file [[Media:csp.mod|csp.mod]], data file [[Media:csp.dat|csp.dat]], and run file [[Media:colGen.ampl|colGen.ampl]]

Latest revision as of 00:47, 24 September 2016

Retrieved from "http:/// /leyffer/index.php?title=Slides_from_Lectures_and_Tutorials&oldid=1663"