Large-scale Mathematical Optimization

(INF580 -- Optimisation mathématique à large échelle)

DIX (LIX), École Polytechnique

2nd trimester 2021/2022 (jan-mar)

News (chronological order)

See the Moodle course page
TD1: slides are here. Finish coding up the AMPL line monitoring example, use this here
TD2: see slides here.
TD2: find solutions to exercises here
TD3: here are the TD3 slides
TD3: find solutions to exercises here
Lecture 4: I am a COVID19 "cas contact" (though tested negative), so I'll deliver this lecture remotely, click here to access a zoom meeting for the lecture, and here to access a zoom meeting for the TD
TD4: slides here and the data file tiny_gph.dat
TD4: solutions to exercises
TD5: slides and code
TD5: solutions to exercises
TD6: slides and code
TD6: solutions to exercises
TD7: slides and code
TD7: solutions to exercises
TD8: slides and code
Please fill in the course evaluation form

Teaching Material

Lecture slides. They may evolve during the course.
A new set of lecture notes. They may evolve during the course.
The lecture notes I used until until 2017
Downloadable chapters from the AMPL book
Downloadable AMPL packages (Linux/MacOSX/Windows with a 4-month temporary license)

Teacher

Leo Liberti (Office 2015, LIX @ Turing Building)

Timetable

220316 wed	14-17            INF580 exam
220310 thu	14-16, 1615-1815 INF580
220304 fri	14-16, 1615-1815 INF580
220218 fri	14-16, 1615-1815 INF580
220211 fri	14-16, 1615-1815 INF580
220204 fri	14-16, 1615-1815 INF580
220128 fri	14-16, 1615-1815 INF580
220121 fri	14-16, 1615-1815 INF580
220114 fri	14-16, 1615-1815 INF580
220107 fri	14-16, 1615-1815 INF580

Every "teaching slot" will be composed by 2h lectures (fri 14-16) in and 2h of computer practice (fri 1615-1815)

Exam: ?

Software

AMPL is A Mathematical Programming Language. Optimization problems coded in AMPL look very close to their corresponding mathematical formulation.
Each problem instance is coded in AMPL using three files: a model file (extension .mod), a data file (extension .dat) and a run file (extension .run).
The model file contains the mathematical formulation of the problem.
The data file contains the numerical values of the problem parameters. Different data files for the same model file correspond to different instances of the same optimization problem.
The run file specifies the solution algorithm. This may be implemented in an external numerical solver, such as CPLEX, or coded by the user in the AMPL language itself. We will often use a combination of the two.
The student edition of AMPL can be downloaded here for either UNIX or Windows platforms. Download and install, from the same webpage, the solvers CPLEX , MINOS, and SNOPT, too.

More resources about mathematical programming and OR

The slides from an old course I gave at X until 2010 (INF572)

The exercise book from INF572