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.
5th class: Finish with the modelling tricks, solve the Curve Fit problem, data in usable form. TUM: Totally Unimodular Matrices slides
6th class: TSP problem slides, UNsymmetric model with all constraints: tsp0.mod, data: tsp.dat, run file: tsp0.run.
7th class: We finish the Constraint Generation for the TSP problem. Big datafile, part of the big data, how many constraints it would be?
Manual subtour elimination: tsp1.mod, tsp1.run.
Automatic constraint generation: run file for automatic subtour elimination (the mod file is the same). It removes ALL subtours.
8th class: We talk about Column Generation for the Cutting Stock Problem: slides, and we can start to implement it. Use the Italy and Germany graphs.

AMPL for students

Useful links, literature: