We give a branch-and-cut algorithm for solving linear programs (LPs) with continuous separable piecewise-linear cost functions (PLFs). Models for PLFs use continuous variables in special-ordered sets ...

Successive Linear Programming (SLP) algorithms solve nonlinear optimization problems via a sequence of linear programs. They have been widely used, particularly in the oil and chemical industries, ...

In an era where autonomous systems demand pinpoint accuracy, navigation algorithms face a tough trade-off between precision ...

Multiplayer: A multiplayer algorithm uses many simultaneous TS points to direct the next player move. Multiplayer algorithms (particle swarm, leapfrogging, differential evolution) broadly explore the ...

Formulate linear and integer programming problems for solving commonly encountered optimization problems. Understand how approximation algorithms compute solutions that are guaranteed to be within ...

Using a range of real datasets and basic Python libraries for data manipulation, vector/matrix algebra, and automatic differentiation students will code up - from scratch - fundamental optimization ...

Prerequisites Linear Algebra and Calculus, Basic programming skills in Matlab or Python Description Algorithms and theory for unconstrained and constrained optimization Learning Objectives Students ...