Large-scale Mathematical Optimization
(INF580 -- Optimisation mathématique à large échelle)
2nd trimester 2022/2023 (jan-mar)
News (chronological order)
230106 fri 14-1815 INF580 cours+TD n.1 amphi Gregory
230113 fri 14-1815 INF580 cours+TD n.2 amphi Gregory
230120 fri 14-1815 INF580 cours+TD n.3 amphi Gregory
230127 fri 14-1815 INF580 cours+TD n.4 amphi Gregory
230203 fri 14-1815 INF580 cours+TD n.5 amphi Gregory
230210 fri 14-1815 INF580 cours+TD n.6 amphi Gregory
230217 fri 14-1815 INF580 cours+TD n.7 amphi Gregory
230224 fri 14-1815 INF580 cours+TD n.8 amphi Gregory
230309 thu 14-1815 INF580 cours+TD n.9 amphi Gregory
230315 wed 14-17 INF580 exam
Every "teaching slot" will be composed by 2h lectures (fri 14-16) in and 2h of computer practice (fri 1615-1815)
Exam: either project (in pairs) on a topic agreed with me, or oral
- 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.
- Although AMPL is a commercial software, various limited editions of AMPL can be downloaded for free here.
- A commercial version for this course, with license limited to April 30th, 2023, can be downloaded here. You will be asked to register on the AMPL website or to log in with Google, GitHub, or Twitter account. You will then see a webpage with buttons to download AMPL in any of the Linux64, macOS, or Win64 architectures. Linux64 and macOS architectures download to compressed .tgz files, whereas the Win64 downloads to a compressed .zip file.
- AMPL is natively a command-line tool, which makes it easy to use it as part of a "pipe" command (this is a Unix command-line trick that pipes the output of a command into the input of another: it achieves a sequential algorithm without any loops). Although there is also a bare graphical user interface to use AMPL, I do not advise you to use it. It is more productive to use AMPL with a command line. Its own program files (.mod, .dat, .run) can be written using a normal text editor.
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