Advanced Mathematical Programming

(Programmation mathématique avancée)

MPRO, DIX (LIX), École Polytechnique

II semester 2011/2012

News

Code from lecture on 2 feb 2012

Teachers

Leo Liberti leoliberti at yahoo dot com
Frédéric Roupin
Walid Ben-Ameur

Timetable

120202 thu	09-12:30 PMA cours - Liberti
120209 thu	09-12:30 PMA cours - Liberti
120216 thu	09-12:30 PMA cours - Roupin
120223 thu	09-12:30 PMA cours - Roupin
120301 thu	09-12:30 PMA cours - Roupin
120308 thu	09-12:30 PMA cours - Ben-Ameur
120315 thu	09-12:30 PMA cours - Ben-Ameur
120322 thu	09-12:30 PMA exam

Every slot will be half lecture, half exercise session or, computer lab, or tutorial

Teaching Material (Liberti)

Some slides
The exercise book, with solutions
Notes about linear programming
Notes about nonconvex optimization

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 AMPL software is used from the command line (Command Prompt). The typical invocation is
ampl < myFile.run>
where myFile.run will at least include something of the form:
```
model myModel.mod;
data myData.dat;
option solver mySolver;
solve;
```
In this course, mySolver is usually either cplex or couenne
The student edition of AMPL (limited to 300 vars/constraints) 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 prepared a pre-packaged AMPL .zip file (for Windows) containing the AMPL software and a few solvers (including cplex and couenne). Download it here

Useful links

The AMPL website
The first 2 chapters of the AMPL book
An AMPL tutorial
X open courseware page