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Hands-On Mathematical Optimization with Python
1. Mathematical Optimization
1.1 A first production planning problem
1.2 A basic Pyomo model
1.3 A data-driven Pyomo Model
2. Linear Optimization
2.1 BIM production planning using linear optimization
2.2 Least Absolute Deviation (LAD) Regression
2.3 Mean Absolute Deviation (MAD) portfolio optimization
2.4 BIM production for worst case
2.5 BIM production variants
2.6 Dual of the BIM production problem
2.7 BIM production using demand forecasts
Extra material: Wine quality prediction with
\(L_1\)
regression
Extra material: Multi-product facility production
3. Mixed Integer Linear Optimization
3.1 BIM production with perturbed data
3.2 Workforce shift scheduling
3.3 Recharging strategy for an electric vehicle
3.4 Production model using disjunctions
3.5 Machine Scheduling
3.6 Facility location problem
3.7 BIM production revisited
Extra material: Cryptarithms puzzle
Extra material: Strip packing
Extra material: Job shop scheduling
Extra material: Maintenance planning
4. Network Optimization
4.1 Dinner seating arrangement
4.2 Minimum-Cost Flow Problem
4.3 Gasoline distribution
4.4 Exam room scheduling
4.5 Cryptocurrency arbitrage search
Extra material: Energy dispatch problem
Extra material: Forex Arbitrage
Extra material: Traveling Salesman Problem
Extra material: Shortest path problem in real life
5. Convex Optimization
5.1 Milk pooling and blending
5.2 Ordinary Least Squares (OLS) Regression
5.3 Markowitz portfolio optimization
5.4 Support Vector Machines for binary classification
Extra material: Refinery production and shadow pricing with CVXPY
Extra Material: Cutting Stock
6. Conic Optimization
6.1 Economic Order Quantity
6.2 The Kelly criterion
6.3 Markowitz portfolio optimization revisited
6.4 Optimal Design of Multilayered Building Insulation
Extra material: Support Vector Machines with conic optimization
Extra material: Luenberger’s Investment Wheel
Extra material: Optimal Growth Portfolios with Risk Aversion
7. Accounting for Uncertainty: Optimization Meets Reality
7.1 Fleet assignment problem
7.2 Robustness analysis of BIM production plan via simulations
8. Robust Optimization - Single Stage Problems
8.1 Robust BIM microchip production problem
9. Stochastic Optimization - Single Stage Problems
9.1 Markowitz portfolio optimization with chance constraints
9.2 Pop-up shop
9.3 Stock optimization for seafood distribution center
9.4 Economic dispatch in renewable energy systems using chance constraints
10. Two-Stage Problems
10.1 Aircraft seat allocation problem
10.2 Two-stage production planning using constraint and column generation
10.3 Optimal power flow problem with recourse actions
Extra: The farmer’s problem and its variants
Extra: Two-stage energy dispatch optimization with wind curtailment
Appendix: Working with Pyomo
Pyomo style guide
Functional Programming with Pyomo
Index
Repository
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