Difference between revisions of "Slides from Lectures and Tutorials"
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| − | * [[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|Optimality 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]] | ||
| − | * [[Media:04-newton.pdf|Newton and Quasi-Newton Methods]] | + | * '''Day 3: Newton and Conjugate Gradient Methods''' |
| − | * [[media:05-conjGrad.pdf|Conjugate Direction Methods]] | + | ** [[Media:04-newton.pdf|Newton and Quasi-Newton Methods]] |
| − | * [[Media:03-tutorial.pdf|Tutorial 3]] also download [[Media:UnCon.zip|Zip archive with Matlab routines you can modify]] | + | ** [[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]] | ||
| − | * [[Media:06-restrStep.pdf|Restricted Step Methods]] | + | * '''Day 4: Trust-Region Methods and Bound Constrained Optimization''' |
| − | * [[Media:07-bndCons.pdf|Methods for Bound Constrained Optimization]] | + | ** [[Media:06-restrStep.pdf|Restricted Step Methods]] |
| − | * [[Media:04-tutorial.pdf|Tutorial 4]] new version of the Matlab routines [[Media:UnConOpt.zip|Zip archive with Matlab routines you can modify]] | + | ** [[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
- Day 1: Introduction and Applications of Optimization
- Day 2: Case Study and Methods for Unconstrained Optimization
- Day 3: Newton and Conjugate Gradient Methods
- Day 4: Trust-Region Methods and Bound Constrained Optimization
- Restricted Step Methods
- Methods for Bound Constrained Optimization
- Tutorial 4 new version of the Matlab routines Zip archive with Matlab routines you can modify
- Day 5: Optimality Conditions, Convexity, and Duality
- Day 6: Linear and Quadratic Programming
- Linear Programming
- Quadratic Programming
- Tutorial 6
- Data file for transshipment model network.dat
- Data file for portfolio model portfolio.dat
- Part of Student.mod model file part.mod
- Day 7: Nonlinear Programming Methods Part I
- Sequential Quadratic Programming
- Interior-Point and Augmented Lagrangian Methods
- Tutorial 7
- Data files for sparse optimization SparseOpt.dat, lasso6_20_2.dat, lasso20_100_14.dat
- Day 8: Nonlinear Programming Methods Part II
- Day 9: Optimization Problems with Equilibrium Constraints
- Optimization Problems with Equilibrium Constraints
- Optimization Problems with Equilibrium Constraints
- Tutorial 9
- Model file for optimal taxation example TaxBeer.mod
- Model file for optimal taxation small example TaxBeerSmall.mod
- Day 10: Mixed-Integer Nonlinear Optimization
- Introduction to Mixed-Integer Nonlinear optimization
- Branch-and-Bound for Mixed-Integer Nonlinear optimization
- The Real Tutorial 10 A tutorial on te cutting stock problem by Meenarli, Prashant, and Devanand
- Small Example: scpSmall.ampl, cspSmall.dat, cspSmall.mod
- Larger Example: colGen.ampl, csp.dat, csp.mod
- Alternative Tutorial 10
- Model and data file for water network optimization water-net.mod, water-net.dat
- Day 11: Mixed-Integer Nonlinear Optimization
- Day 12: Mixed-Integer Nonlinear Optimization
- Case Study in MINLP
- Mixed-Integer PDE Constrained Optimization
- Tutorial: Column Generation model file csp.mod, data file csp.dat, and run file colGen.ampl