|
|
| Line 1: |
Line 1: |
| {| id="mp-topbanner" style="width:100%; background:#f6f6f6; margin-top:1.2em; border:1px solid #ddd;"
| |
| | style="width:61%; color:#000;" |
| |
| <!-- WELCOME TO -->
| |
| {| style="width:100%; border:none; background:none;"
| |
| | style="text-align:center; white-space:nowrap; color:#000;" |
| |
| <div style="font-size:162%; border:none; margin:0; padding:.1em; color:#000;">Welcome to the Cornell University Computational Optimization Open Textbook</div>
| |
|
| |
| This electronic textbook is a student-contributed open-source text covering a variety of topics on process optimization.<br />
| |
| '''If you have any comments or suggestions on this open textbook, please contact [https://www.engineering.cornell.edu/faculty-directory/fengqi-you Professor Fengqi You].'''
| |
| |}
| |
| |}
| |
|
| |
| <!-- TODAY'S FEATURED ARTICLE; DID YOU KNOW -->
| |
| {| id="mp-upper" style="width: 100%; margin:6px 0 0 0; background:none; border-spacing: 0px;"
| |
| | class="MainPageBG" style="width:50%; border:1px solid #cef2e0; background:#f5fffa; vertical-align:top; color:#000;" |
| |
| {| id="mp-left" style="width:100%; vertical-align:top; background:#f5fffa;"
| |
| ! style="padding:2px;" | <h2 id="mp-tfa-h2" style="margin:3px; background:#cef2e0; font-size:120%; font-weight:bold; border:1px solid #a3bfb1; text-align:left; color:#000; padding:0.2em 0.4em;">Linear Programming (LP)</h2>
| |
| |-
| |
| | style="color:#000;" | <div id="mp-tfa" style="padding:2px 5px">
| |
| <li>[[Duality]]</li>
| |
| <li>[[Simplex algorithm]]</li>
| |
| <li>[[Computational complexity]]</li>
| |
| <li>[[Network flow problem]]</li>
| |
| <li>[[Interior-point method for LP]]</li>
| |
| <li>[[Optimization with absolute values]]</li>
| |
| <li>[[Matrix game (LP for game theory)]]</li>
| |
| </div>
| |
| |-
| |
| ! style="padding:2px" | <h2 id="mp-dyk-h2" style="margin:3px; background:#cef2e0; font-size:120%; font-weight:bold; border:1px solid #a3bfb1; text-align:left; color:#000; padding:0.2em 0.4em;">NonLinear Programming (NLP)</h2>
| |
| |-
| |
| | style="color:#000;padding:2px 5px 5px" | <div id="mp-dyk">
| |
| <li>[[Line search methods]]</li>
| |
| <li>[[Trust-region methods]]</li>
| |
| <li>[[Interior-point method for NLP]]</li>
| |
| <li>[[Conjugate gradient methods]]</li>
| |
| <li>[[Quasi-Newton methods]]</li>
| |
| <li>[[Quadratic programming]]</li>
| |
| <li>[[Sequential quadratic programming]]</li>
| |
| <li>[[Subgradient optimization]]</li>
| |
| <li>[[Mathematical programming with equilibrium constraints]]</li>
| |
| <li>[[Dynamic optimization]]</li>
| |
| <li>[[Geometric programming]]</li>
| |
| <li>[[Nondifferentiable Optimization]]</li>
| |
| </div>
| |
| |-
| |
| ! style="padding:2px" | <h2 id="mp-dyk-h2" style="margin:3px; background:#cef2e0; font-size:120%; font-weight:bold; border:1px solid #a3bfb1; text-align:left; color:#000; padding:0.2em 0.4em;">Deterministic Global Optimization</h2>
| |
| |-
| |
| | style="color:#000;padding:2px 5px 5px" | <div id="mp-dyk">
| |
| <li>[[Exponential transformation]]</li>
| |
| <li>[[Logarithmic transformation]]</li>
| |
| <li>[[McCormick envelopes]]</li>
| |
| <li>[[Piecewise linear approximation]]</li>
| |
| <li>[[Spatial branch and bound method]]</li>
| |
| </div>
| |
| |-
| |
| ! style="padding:2px" | <h2 id="mp-dyk-h2" style="margin:3px; background:#cef2e0; font-size:120%; font-weight:bold; border:1px solid #a3bfb1; text-align:left; color:#000; padding:0.2em 0.4em;">Dynamic Programming</h2>
| |
| |-
| |
| | style="color:#000;padding:2px 5px 5px" | <div id="mp-dyk">
| |
| <li>[[Markov decision process]]</li>
| |
| <li>[[Bellman equation]]</li>
| |
| <li>[[Eight step procedures]]</li>
| |
| <li>[[Stochastic dynamic programming]]</li>
| |
| </div>
| |
| |-
| |
| ! style="padding:2px" | <h2 id="mp-dyk-h2" style="margin:3px; background:#cef2e0; font-size:120%; font-weight:bold; border:1px solid #a3bfb1; text-align:left; color:#000; padding:0.2em 0.4em;">Traditional Applications</h2>
| |
| |-
| |
| | style="color:#000;padding:2px 5px 5px" | <div id="mp-dyk">
| |
| <li>[[Facility location problem]]</li>
| |
| <li>[[Traveling salesman problem]]</li>
| |
| <li>[[Portfolio optimization]]</li>
| |
| <li>[[Set covering problem]]</li>
| |
| <li>[[Unit commitment problem]]</li>
| |
| <li>[[Quadratic assignment problem]]</li>
| |
| </div>
| |
| |}
| |
|
| |
| | style="border:1px solid transparent;" |
| |
| <!-- IN THE NEWS; ON THIS DAY -->
| |
| | class="MainPageBG" style="width:50%; border:1px solid #cedff2; background:#f5faff; vertical-align:top;"|
| |
| {| id="mp-right" style="width:100%; vertical-align:top; background:#f5faff;"
| |
| ! style="padding:2px" | <h2 id="mp-otd-h2" style="margin:3px; background:#cedff2; font-size:120%; font-weight:bold; border:1px solid #a3b0bf; text-align:left; color:#000; padding:0.2em 0.4em;">Mixed-Integer Linear Programming (MILP)</h2>
| |
| |-
| |
| | style="color:#000;padding:2px 5px 5px" | <div id="mp-otd">
| |
| <li>[[Mixed-integer cuts]]</li>
| |
| <li>[[Disjunctive inequalities]]</li>
| |
| <li>[[Lagrangean duality]]</li>
| |
| <li>[[Column generation algorithms]]</li>
| |
| <li>[[Heuristic algorithms]]</li>
| |
| <li>[[Branch and cut]]</li>
| |
| <li>[[Local branching]]</li>
| |
| <li>[[Feasibility pump]]</li>
| |
| </div>
| |
| |-
| |
| ! style="padding:2px" | <h2 id="mp-otd-h2" style="margin:3px; background:#cedff2; font-size:120%; font-weight:bold; border:1px solid #a3b0bf; text-align:left; color:#000; padding:0.2em 0.4em;">Mixed-Integer NonLinear Programming (MINLP)</h2>
| |
| |-
| |
| | style="color:#000;padding:2px 5px 5px" | <div id="mp-otd">
| |
| <li>[[Signomial problems]]</li>
| |
| <li>[[Mixed-integer linear fractional programming (MILFP)]]</li>
| |
| <li>[[Convex Generalized disjunctive programming (GDP)]]</li>
| |
| <li>[[Nonconvex Generalized disjunctive programming (GDP)]]</li>
| |
| <li>[[Branch and bound (BB) for MINLP]]</li>
| |
| <li>[[Branch and cut for MINLP]]</li>
| |
| <li>[[Generalized Benders decomposition (GBD)]]</li>
| |
| <li>[[Outer-approximation (OA)]]</li>
| |
| <li>[[Extended cutting plane (ECP)]]</li>
| |
| </div>
| |
| |-
| |
| ! style="padding:2px" | <h2 id="mp-otd-h2" style="margin:3px; background:#cedff2; font-size:120%; font-weight:bold; border:1px solid #a3b0bf; text-align:left; color:#000; padding:0.2em 0.4em;">Optimization under Uncertainty</h2>
| |
| |-
| |
| | style="color:#000;padding:2px 5px 5px" | <div id="mp-dyk">
| |
| <li>[[Stochastic programming]]</li>
| |
| <li>[[Chance-constraint method]]</li>
| |
| <li>[[Fuzzy programming]]</li>
| |
| <li>[[Classical robust optimization]]</li>
| |
| <li>[[Distributionally robust optimization]]</li>
| |
| <li>[[Adaptive robust optimization]]</li>
| |
| <li>[[Data driven robust optimization]]</li>
| |
| </div>
| |
| |-
| |
| ! style="padding:2px" | <h2 id="mp-otd-h2" style="margin:3px; background:#cedff2; font-size:120%; font-weight:bold; border:1px solid #a3b0bf; text-align:left; color:#000; padding:0.2em 0.4em;">Optimization for Machine Learning and Data Analytics</h2>
| |
| |-
| |
| | style="color:#000;padding:2px 5px 5px" | <div id="mp-dyk">
| |
| <li>[[Stochastic gradient descent]]</li>
| |
| <li>[[Momentum]]</li>
| |
| <li>[[AdaGrad]]</li>
| |
| <li>[[RMSProp]]</li>
| |
| <li>[[Adam]]</li>
| |
| <li>[[Alternating direction method of multiplier (ADMM)]]</li>
| |
| <li>[[Frank-Wolfe]]</li>
| |
| </div>
| |
| |-
| |
| ! style="padding:2px" | <h2 id="mp-otd-h2" style="margin:3px; background:#cedff2; font-size:120%; font-weight:bold; border:1px solid #a3b0bf; text-align:left; color:#000; padding:0.2em 0.4em;">Emerging Applications</h2>
| |
| |-
| |
| | style="color:#000;padding:2px 5px 5px" | <div id="mp-dyk">
| |
| <li>[[Protein folding problem]]</li>
| |
| <li>[[Wing Shape Optimization]]</li>
| |
| <li>[[Optimization in Game Theory]]</li>
| |
| <li>[[Quantum computing for optimization]]</li>
| |
| </div>
| |
| |}
| |
| |}
| |
|
| |
| == Sponsor ==
| |
| [[File:Peese-logo.jpg|Cornell Prof. Fengqi You Research Group |link=https://www.peese.org]]
| |
|
| |
| {| id="mp-topbanner" style="width:100%; background:#f6f6f6; margin-top:1.2em; border:1px solid #ddd;" | | {| id="mp-topbanner" style="width:100%; background:#f6f6f6; margin-top:1.2em; border:1px solid #ddd;" |
| | style="width:61%; color:#000;" | | | | style="width:61%; color:#000;" | |
