Difference between revisions of "Slides from Lectures and Tutorials"

Latest revision as of 01:47, 24 September 2016

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 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
- Globalization Strategies and Mechanisms
- Active-Set Methods for Large-Scale NLP
- Tutorial 8
  - Model and run files for 1D UFL optimization UFL.mod, UFL.ampl, and a data file for multi-dimensional UFL UFL1.dat (you need to write your own model file)

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
- Outer Approximation and Hybrid Methods for Convex MINLPs
- Cutting Plane Methods for Convex MINLPs

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

@@ Line 59: / Line 59: @@
 ** [[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]]