Advanced Optimization


2nd class: slides, Exercise, Mathematical model
3rd class: We solve the exercise with the mathematical model by AMPL. AMPL model, dat file, run file. Then, solve Exercise 2! Solution: AMPL model, data file, run file. Talk about some modeling tricks, and solve Curve Fit problem, data in usable form. AMPL model, dat file, run file.
4th class: More modeling tricks, and apply them to a Production problem. Bilinear modeling tricks, and more
5th class: TUM with Tamás
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: