Optimization Modelling

General Information

This course was given at the Future Resilient Systems in 2021. 

The focus of the three lectures presented below is to introduce the basics of optimization problem modeling and solving in AMPL.

There are also homeworks to test your knowledge of the subject. Do your best to solve them before checking the solution!

Teacher

• Alberto Costa (email: alberto DOT costa AT sec DOT ethz DOT ch)

Lectures 

Additional Material

• Files for testing the installation of AMPL and the solver CPLEX

• A paper with useful formulas for Lecture 3 (especially Section 3)

• The first homework, and the solutions

• The second homework, and the solutions

Software

• We will use AMPL (A Mathematical Programming Language) to model optimization problems, and the solver CPLEX to solve them

• A problem is formulated in AMPL by means of a .mod file (defining variables, objective, constraints), a .dat file (including parameters), and a .run file for execution

• [IMPORTANT - For Windows Users] To run a .run file in AMPL, if you are using Windows enter the AMPL installation folder and double-click on the AMPL application. On the appearing window  type "include ex.run" (where ex.run is the name of your run file) and press enter

• Downloadable demo AMPL packages (Linux/MacOs/Windows), including CPLEX and other solvers. Select the AMPL Community Edition