Solver Max - Convex optimization

Ben Recht, live blogging a graduate course on convex optimization in Fall 2024. The course is based on the text Convex Optimization by Stephen Boyd and Lieven Vandenberghe.

Contents:

Part I: Modeling.
Part II: Applications.
Part III: Algorithms.

Blog: Ben Recht's blog.

Blogs

Essential reading

We've collated links to dozens of websites about optimization modelling. The links are organized into several categories.
Optimal facility location is a common & difficult decision that organizations need to make. We build a location optimization model in Excel.
We report our experience of Copilot coding a non-trivial optimization model, focussing on what went well and what didn't go well as the model evolves.
Crossword puzzles are a popular pastime. We design and build Mixed Integer Linear Programming models to compile crossword puzzles.
We explore methods to decide the best order for positioning devices in a rack: enumerate, heuristic, constraint programming, and linear program.
This article replicates and extends a transportation optimization model for managing a COVID-19 vaccination plan in Hong Kong.
This series of 13 articles compares Python libraries Pyomo, PuLP, OR-Tools, Gekko, CVXPY, and SciPy for building a linear programming model.
Formulating logic conditions in linear programs can be difficult. This two-part article series explains how, using easy to follow steps.
We compare a linear programming model written using Julia/JuMP with the same model written using Python/Pyomo.
Designing an optimization model is difficult. This article explains common mathematical notation used to define optimization model formulations.
Academic research papers can be tremendously valuable. But only if they are complete. So, academics, please publish your data and code.
Given available stock of wire and a list of pieces required, what is the best way to cut the stock to fulfil demand while minimizing waste?

Convex optimization

Essential reading

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