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Nonlinear and Stochastic Optimization

Nonlinear and Stochastic Optimization

Organization

Welcome
Assignments

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
- 4.1. Stochastic Programming
- 4.2. Risk Measures and Portfolio Optimization
5. Data Science and Applied Statistics

Algorithms and Theory

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

Student Contributions

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

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Optimization Under Uncertainty

4. Optimization Under Uncertainty#

Sections

4.1. Stochastic Programming
4.2. Risk Measures and Portfolio Optimization

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3.4. Dynamic Optimization with Pyomo.DAE: An Example

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4.1. Stochastic Programming

By Alexander Dowling, et al.
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