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| {| id="mp-topbanner" style="width:100%; background:#f6f6f6; margin-top:1.2em; border:1px solid #ddd;"
| | <strong>MediaWiki has been installed.</strong> |
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| {| style="width:100%; border:none; background:none;"
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| <div style="font-size:162%; border:none; margin:0; padding:.1em; color:#000;">Welcome to the Cornell University Computational Optimization Open Textbook</div> | |
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| This electronic textbook is a student-contributed open-source text covering a variety of topics on process optimization.<br />
| | Consult the [https://www.mediawiki.org/wiki/Special:MyLanguage/Help:Contents User's Guide] for information on using the wiki software. |
| '''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].'''
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| {| id="mp-upper" style="width: 100%; margin:6px 0 0 0; background:none; border-spacing: 0px;"
| | == Getting started == |
| | class="MainPageBG" style="width:50%; border:1px solid #cef2e0; background:#f5fffa; vertical-align:top; color:#000;" |
| | * [https://www.mediawiki.org/wiki/Special:MyLanguage/Manual:Configuration_settings Configuration settings list] |
| {| id="mp-left" style="width:100%; vertical-align:top; background:#f5fffa;"
| | * [https://www.mediawiki.org/wiki/Special:MyLanguage/Manual:FAQ MediaWiki FAQ] |
| ! 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>
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| <li>[[Duality]]</li>
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| <li>[[Simplex algorithm]]</li>
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| <li>[[Computational complexity]]</li>
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| <li>[[Network flow problem]]</li>
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| <li>[[Interior-point method for LP]]</li>
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| <li>[[Optimization with absolute values]]</li>
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| <li>[[Matrix game (LP for game theory)]]</li>
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| </div>
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| ! 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>
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| <li>[[Line search methods]]</li>
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| <li>[[Trust-region methods]]</li>
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| <li>[[Interior-point method for NLP]]</li>
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| <li>[[Conjugate gradient methods]]</li>
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| <li>[[Quasi-Newton methods]]</li>
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| <li>[[Quadratic programming]]</li>
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| <li>[[Sequential quadratic programming]]</li>
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| <li>[[Subgradient optimization]]</li>
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| <li>[[Mathematical programming with equilibrium constraints]]</li>
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| <li>[[Dynamic optimization]]</li>
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| <li>[[Geometric programming]]</li>
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| <li>[[Nondifferentiable Optimization]]</li>
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| </div>
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| ! 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>
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| <li>[[Exponential transformation]]</li>
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| <li>[[Logarithmic transformation]]</li>
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| <li>[[McCormick envelopes]]</li>
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| <li>[[Piecewise linear approximation]]</li>
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| <li>[[Spatial branch and bound method]]</li>
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| </div>
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| ! 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>
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| <li>[[Markov decision process]]</li>
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| <li>[[Bellman equation]]</li>
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| <li>[[Eight step procedures]]</li>
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| <li>[[Stochastic dynamic programming]]</li>
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| </div>
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| ! 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>
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| <li>[[Facility location problem]]</li>
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| <li>[[Traveling salesman problem]]</li>
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| <li>[[Set covering problem]]</li>
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| <li>[[Quadratic assignment problem]]</li>
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| <li>[[Job shop scheduling]]</li>
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| <li>[[Newsvendor problem]]</li>
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| <li>[[Unit commitment problem]]</li>
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| <li>[[Portfolio optimization]]</li>
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| </div>
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| |}
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| | class="MainPageBG" style="width:50%; border:1px solid #cedff2; background:#f5faff; vertical-align:top;"|
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| {| id="mp-right" style="width:100%; vertical-align:top; background:#f5faff;"
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| ! 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>
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| <li>[[Mixed-integer cuts]]</li>
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| <li>[[Disjunctive inequalities]]</li>
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| <li>[[Lagrangean duality]]</li>
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| <li>[[Column generation algorithms]]</li>
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| <li>[[Heuristic algorithms]]</li>
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| <li>[[Branch and cut]]</li>
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| <li>[[Local branching]]</li></div>
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| ! 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>
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| <li>[[Signomial problems]]</li>
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| <li>[[Mixed-integer linear fractional programming (MILFP)]]</li>
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| <li>[[Convex generalized disjunctive programming (GDP)]]</li>
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| <li>[[Nonconvex generalized disjunctive programming (GDP)]]</li>
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| <li>[[Branch and bound (BB) for MINLP]]</li>
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| <li>[[Branch and cut for MINLP]]</li>
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| <li>[[Generalized Benders decomposition (GBD)]]</li>
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| <li>[[Outer-approximation (OA)]]</li>
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| <li>[[Extended cutting plane (ECP)]]</li>
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| </div>
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| ! 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>
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| <li>[[Stochastic programming]]</li>
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| <li>[[Chance-constraint method]]</li>
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| <li>[[Fuzzy programming]]</li>
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| <li>[[Classical robust optimization]]</li>
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| <li>[[Adaptive robust optimization]]</li>
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| <li>[[Data driven robust optimization]]</li>
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| </div>
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| ! 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>
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| <li>[[Stochastic gradient descent]]</li>
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| <li>[[Momentum]]</li>
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| <li>[[AdaGrad]]</li>
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| <li>[[RMSProp]]</li>
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| <li>[[Adam]]</li>
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| <li>[[Frank-Wolfe]]</li>
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| <li>[[Sparse Reconstruction with Compressed Sensing]]</li>
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| </div>
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| ! 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>
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| | style="color:#000;padding:2px 5px 5px 15px" | <div id="mp-dyk">
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| <li>[[Wing shape optimization]]</li>
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| <li>[[Optimization in game theory]]</li>
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| <li>[[Quantum computing for optimization]]</li>
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| </div>
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| |}
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| |}
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| == Sponsor ==
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| [[File:Peese-logo.jpg|Cornell Prof. Fengqi You Research Group |link=https://www.peese.org]]
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| </noinclude>__NOTOC____NOEDITSECTION__
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