Advanced Mathematical Programming
Fall term, 2019/2020
News
- The course starts on Tuesday Sept. 3, 2019 in 412, Pupin Hall, 1310-1425
- Download the AMPL code shown during the lecture of Sept. 5 here
- Download the AMPL code shown during the lecture of Sept. 12 here
- Download the AMPL code shown during the lecture of Sept. 19 here
- Slides and some source code to practical exercise for Sept. 26
- Slides that introduce the ACOPF problem
- Download the AMPL code of the ACOPF formulation, and the two papers I mentioned during the lecture, which will hopefully inspire you to do research on the ACOPF!
Teaching Material
- The slides. They may evolve during the course.
- A new set of lecture notes I am preparing. Work in progress.
- 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
Timetable
190903 tue 1310-1425 IEOR E8100-003
190905 thu 1310-1425 IEOR E8100-003
190910 tue 1310-1425 IEOR E8100-003
190912 thu 1310-1425 IEOR E8100-003
190917 tue 1310-1425 IEOR E8100-003
190919 thu 1310-1425 IEOR E8100-003
190924 tue 1310-1425 IEOR E8100-003
190926 thu 1310-1425 IEOR E8100-003
191001 tue 1310-1425 IEOR E8100-003
191003 thu 1310-1425 IEOR E8100-003
191022 tue 1310-1425 IEOR E8100-003
191024 thu 1310-1425 IEOR E8100-003
191029 tue 1310-1425 IEOR E8100-003
191031 thu 1310-1425 IEOR E8100-003
191107 thu 1310-1425 IEOR E8100-003
191119 tue 1310-1425 IEOR E8100-003
191121 thu 1310-1425 IEOR E8100-003
191126 tue 1310-1425 IEOR E8100-003
191203 tue 1310-1425 IEOR E8100-003
191205 thu 1310-1425 IEOR E8100-003
191213-20 IEOR E8100-003 exam period (fri-fri)
Lectures might be theoretical or practical: bring your laptops!
Exam: to be decided.
- 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.
- I obtained some temporarily licensed AMPL packages for Linux32, Linux64, MacOsX64, MSWin32, MSWin64 OSes.
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