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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
Modeling Paradigms
- Multi-Objective Optimization
- Advanced Topics in Stochastic Programming
Global Optimization
Stochastic Gradient Descent
Machine Learning and Applied Statistics
- Expectation Maximization Algorithm and MAP Estimation

Repository
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Global Optimization

Global Optimization#

Sections

Deterministic Global Optimization
Bayesian Optimization Tutorial 1
Bayesian Optimization Tutorial 2

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Advanced Topics in Stochastic Programming

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Deterministic Global Optimization

By Alexander Dowling, et al.

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