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Optimization for Decision Science

Organization

Welcome
Assignments
Archive
- Pyomo Mini-Project: Receding Horizon Stochastic Control
- Semester Project (Spring 2023)

Optimization Modeling in Pyomo

1. Getting Started with Pyomo
2. Logical Modeling
- 2.1. Logical Modeling and Generalized Disjunctive Programs
- 2.2. Modeling Disjunctions through the Strip Packing Problem
3. Dynamic Optimization
4. Optimization Under Uncertainty
5. Data Science and Applied Statistics

Algorithms and Theory

6. Unconstrained Nonlinear Optimization
7. Constrained Nonlinear Optimization
8. Special Topics

Student Contributions

More Pyomo Examples
Derivative-Free Optimization
- Bayesian Optimization Tutorial 1
- Bayesian Optimization Tutorial 2
Stochastic Gradient Descent
Machine Learning and Applied Statistics
- Expectation Maximization Algorithm and MAP Estimation

Repository
Open issue

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Optimization Under Uncertainty

4. Optimization Under Uncertainty#

Sections

4.1. Stochastic Programming
4.2. Blocks and Other Pyomo Best Practices
4.3. Advanced Topics in Stochastic Programming
4.4. Risk Measures and Portfolio Optimization

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3.6. Pyomo.DAE: Racing Example Revisited

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4.1. Stochastic Programming

By Alexander Dowling, et al.

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