ramyfa5ry / optimization-demo-files

Examples on numerical optimization

optimization-demo-files

Here you might find some examples and tutorials on numerical optimization.

Check my Medium profile for some interesting articles about (most of) these examples.

Linear Programming (continuous space)

• Product-mix problem
• Transportation problem
• Turbogenerators industrial example

Nonlinear (convex)

• Implementation from scratch of usual gradient-based line search algorithms in Python.
• Solution of a constrained problem using the scipy.optimize minimize function.
• Optimization of a chemical reactor problem.
• Applications of nonlinear optimization to classification problems.

MIP

• Variants of the knapsack problem: simple, multi-dimensional and multiple knapsacks.
• Dynamic lot-size model
• Job-shop scheduling (external repository)
• Branch & Bound graphical example

Nonconvex

• Implementation Differential Evolution using scipy.optimize.
• Solutions of convex, nondifferentiable, and nonconvex problems using DE and classic algorithms.

Regression

• Implementation of Linear Regression from scratch in Python.
• Examples of Linear Regression applications, residual analysis, and feature selection.

Portfolio MOO

• Solution of the Efficient Frontier problem from the Modern Portfolio Theory using a multi-objective approach with pymoo and pymoode.

Contact

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