Operations research: modelling and software

(Recherche Operationelle: Modélisation et Utilisation logiciel)

DIX (LIX), École Polytechnique

I semester 2010/2011

News

none for now

Teacher

Leo Liberti (Office: LIX 412-29 prefab, tel. 4138)

Timetable

100922 wed	0815-1000 INF572 PC20
100922 wed	1015-1230 INF572 SI34

100929 wed	0815-1000 INF572 PC20
100929 wed	1015-1230 INF572 SI34

101006 wed	0815-1000 INF572 PC20
101006 wed	1015-1230 INF572 SI34

101013 wed	0815-1000 INF572 PC20
101013 wed	1015-1230 INF572 SI34

101020 wed	0815-1000 INF572 PC20
101020 wed	1015-1230 INF572 SI34

101103 wed	0815-1000 INF572 PC20
101103 wed	1015-1230 INF572 SI34

101110 wed	0815-1000 INF572 PC20
101110 wed	1015-1230 INF572 SI34

101124 wed	0815-1000 INF572 PC20
101124 wed	1015-1230 INF572 SI34

101215 wed      0815-1230 INF572 [exam]

Every slot will be composed by 1h45m lectures (0815-1000) in PC20 and 2h15m of practical exercises in Salle Info 34.

Teaching Material

The slides for the lectures
The exercise book, with solutions
Notes about linear programming
Notes about nonlinear programming

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.
AMPL, CPLEX, MINOS and SNOPT student editions should already be installed in the computer labs.

Useful links

The AMPL website
The first 2 chapters of the AMPL book
An AMPL tutorial
A more traditional operations research course
X open courseware page