Cornell University Computational Optimization Open Textbook - Optimization Wiki
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{| id="mp-topbanner" style="width:100%; background:#f6f6f6; margin-top:1.2em; border:1px solid #ddd;"
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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>
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].'''
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{| 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>
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<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>
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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>
<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>
<li>[[Evolutionary multimodal optimization]]</li>
<li>[[Stackelberg leadership model]]</li>
<li>[[Quadratic constrained quadratic programming]]</li>
<li>[[Derivative free optimization]]</li>
</div>
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<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>
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<li>[[Markov decision process]]</li>
<li>[[Bellman equation]]</li>
<li>[[Eight step procedures]]</li>
<li>[[Stochastic dynamic programming]]</li>
</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>
<li>[[Traveling salesman problem]]</li>
<li>[[Set covering problem]]</li>
<li>[[Quadratic assignment problem]]</li>
<li>[[Job shop scheduling]]</li>
<li>[[Newsvendor problem]]</li>
<li>[[Unit commitment problem]]</li>
<li>[[Portfolio optimization]]</li>
<li>[[A-star algorithm]]</li>
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<li>[[Wing shape optimization]]</li>
<li>[[Optimization in game theory]]</li>
<li>[[Quantum computing for optimization]]</li>
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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>
<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></div>
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<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>
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<li>[[Stochastic programming]]</li>
<li>[[Chance-constraint method]]</li>
<li>[[Fuzzy programming]]</li>
<li>[[Classical robust optimization]]</li>
<li>[[Adaptive robust optimization]]</li>
<li>[[Data driven robust optimization]]</li>
</div>
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<li>[[Stochastic gradient descent]]</li>
<li>[[Momentum]]</li>
<li>[[AdaGrad]]</li>
<li>[[RMSProp]]</li>
<li>[[Adam]]</li>
<li>[[Frank-Wolfe]]</li>
<li>[[Sparse Reconstruction with Compressed Sensing]]</li>
<li>[[Adadelta]]</li>
<li>[[Adafactor]]</li>
<li>[[AdamW]]</li>
<li>[[Adamax]]</li>
<li>[[FTRL algorithm]]</li>
<li>[[Lion algorithm]]</li>
<li>[[LossScaleOptimizer]]</li>
<li>[[Nadam]]</li>
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<li>[[Bayesian optimization]]</li>
<li>[[Genetic algorithm]]</li>
<li>[[Simulated annealing]]</li>
<li>[[Particle swarm optimization]]</li>
<li>[[Differential evolution]]</li>
</div>
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== Sponsor ==
[[File:Peese-logo.jpg|Cornell Prof. Fengqi You Research Group |link=https://www.peese.org]]
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