Large-scale Mathematical Optimization
(INF580 -- Optimisation mathématique à large échelle)
2nd trimester 2021/2022 (jan-mar)
News (chronological order)
- 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)
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)
- 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
- 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,
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
Other useful links