Programmation Mathématique Avancée 2025-2026

Lectures

• Claudia D'Ambrosio
• Amélie Lambert

Calendar

241024 thu	09:00-12:30 - Lambert (students: take your laptop with you!)
241114 thu	09:00-12:30 - Lambert (students: take your laptop with you!)
241121 thu	09:00-12:30 - Lambert (students: take your laptop with you!)
241128 thu	09:00-12:30 - D'Ambrosio (students: take your laptop with you!)
241212 thu	09:00-12:30 - D'Ambrosio (students: take your laptop with you!)
241219 thu      09:30-11:30 - exam, room: TBA

Exam

• Documents/material allowed.
• Two parts, one per lecturer
• The exam lasts two hours

Material

• MINLP slides, lecture 1.
• AMPL slides, lecture 1, AMPL book.
• Exercises
• Data for robust portfolio selection problem
• Data for nonlinear knapsack problem
• The solution for the exercise 1 of Lecture 1 can be found here.
• The solution for the exercise 2 of Lecture 1 can be found here. Julia code calling Bonmin here: aggregated vs. disaggregated, while you can find Bonmin's output here: aggregated vs. disaggregated
• The solution for the exercise 3 s of Lecture 1 can be found here.
• AMPL files for the exercises on the nonlinear knapsack problem of Lecture 1 (and MultiStart algorithm of Lecture 2) can be found here.

• MINLP slides, lecture 2.
• The solution of exam 2019, MINLP part, can be found here.

• Old exams (from former PMA class): 2013, Lambert 2019, D'Ambrosio 2019.
• Exercise book by Leo Liberti

Last update: Nov 2024.