optimization-demo-files

Here you might find some examples and tutorials on numerical optimization.

A comprehensive Python course featuring several of these examples can be found HERE.

Check my Medium profile for some interesting articles about (most of) these examples.

Linear Programming (continuous space)

• Product-mix problem
• Transportation problem
• Turbogenerators industrial example

Nonlinear (convex)

• Implementation from scratch of usual gradient-based line search algorithms in Python.
• Solution of a constrained problem using the scipy.optimize minimize function.
• Optimization of a chemical reactor problem.
• Applications of nonlinear optimization to classification problems.

MIP

• Variants of the knapsack problem: simple, multi-dimensional and multiple knapsacks.
• Dynamic lot-size model
• Job-shop scheduling (external repository)
• Branch & Bound graphical example and pure Python implementation from scratch
• Cutting stock problem
• Capacitated vehicle routing problem (CVRP)
• Graph Coloring Problem
• Maximum Independent Set
• Piecewise linear

Nonconvex

• Implementation Differential Evolution using scipy.optimize.
• Solutions of convex, nondifferentiable, and nonconvex problems using DE and classic algorithms.

Regression

• Implementation of Linear Regression from scratch in Python.
• Examples of Linear Regression applications, residual analysis, and feature selection.

Special

• Capacitated vehicle routing problem (CVRP): Heuristics
• Graph Coloring Problem: DSatur Heuristics and ILP
• Maximum Independent Set: Greedy and Random heuristics and ILP
• Knapsack Problem: Greedy heuristics
• Portfolio Efficient Frontier: Modern Portfolio Theory using a multi-objective approach with pymoo and pymoode.

Contact

[email protected]