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2020-12-11: Non-convex piecewise linear modeling (MAT 168 Optimization)

Modeling non-convex piecewise linear functions with convex multipliers and SOS 2 constraints. notes-2020-12-11.pdf Videos and all other materials are copyright 2020 Matthias Köppe and shared as…

From  Matthias Koeppe on December 11th, 2020 0 likes 7 plays 0  

2020-12-02: Facility location, Chvatal-Gomory cuts (MAT 168 Optimization)

Review: mixed 0/1 modeling. Facility location: Aggregated vs. disaggregated formulation. Strengthening the no-good formulation of logical AND using a Chvátal–Gomory cut. General…

From  Matthias Koeppe on December 2nd, 2020 0 likes 17 plays 0  

2020-11-13: Strong LP duality theorem (MAT 168 Optimization)

Negative transpose property; the dual of the dual LP is the primal LP. Strong duality theorem (with proof). notes-2020-11-13.pdf Videos and all other materials are copyright 2020 Matthias Köppe…

From  Matthias Koeppe on November 13th, 2020 0 likes 18 plays 0