optimization-demo-files
Here you might find some examples and tutorials on numerical optimization.
A comprehensive Python course featuring several of these examples can be found HERE.
Check my Medium profile for some interesting articles about (most of) these examples.
Linear Programming (continuous space)
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 and pure Python implementation from scratch
- Cutting stock problem
- Capacitated vehicle routing problem (CVRP)
- Graph Coloring Problem
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.
Special
- Capacitated vehicle routing problem (CVRP): Heuristics
- Graph Coloring Problem: DSatur Heuristics
- Portfolio Efficient Frontier: Modern Portfolio Theory using a multi-objective approach with pymoo and pymoode.