Advanced Optimization


1st class: Introductiory lecture where we cover what we need to know. slides 1 and slides 2.
2nd class: Check first the slides, then solve Exercise 1 using AMPL! We solve the exercise with the mathematical model by AMPL. AMPL model, dat file,
3rd class: We learn to use a run file first. Then, we solve Exercise 2! Solution: AMPL model, data file, run file.
4th class: Talk about some modeling tricks, and solve a Production problem! Solution: AMPL model, data file, run file. If there is time, solve the Curve Fit problem, data in usable form.
5th class: TUM: Totally Unimodular Matrices
6th class: exercises for Modelling tricks and TUM
7th class: Network Simplex method
8th class: TSP problem, model with all constraints: tsp0.mod, data: tsp.dat, run file: tsp0.run. Big datafile, part of the big data, how many constraints it would be?
Manual subtour elimination: tsp.mod, tsp.run.
Automatic constraint generation: run file for automatic subtour elimination (the mod file is the same). run file for excluding ALL subtours from a given solution
9th class: Benders Decomposition. extreme rays. Modelling files for the location-transportation problem in the Benders directory -->

AMPL for students

Useful links, literature: