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MO-BOOK: Hands-On Mathematical Optimization with AMPL in Python 🐍
1. Mathematical Optimization
A Production Planning Problem
A Basic AMPL Model
A Data-Driven AMPL Model
2. Linear Optimization
BIM production
LAD Regression
MAD portfolio optimization
Wine quality prediction with L1 regression
BIM production for worst case
BIM production variants
BIM production using demand forecasts
Extra material: Multi-product facility production
3. Mixed Integer Linear Optimization
BIM production with perturbed data
Workforce shift scheduling
Production model using disjunctions
Machine Scheduling
Recharging strategy for an electric vehicle
BIM production revisited
Extra material: Cryptarithms puzzle
Extra material: Strip packing
Extra material: Job shop scheduling
Extra material: Maintenance planning
4. Network Optimization
Dinner seating arrangement
Gasoline distribution
Cryptocurrency arbitrage search
Extra material: Energy dispatch problem
Forex Arbitrage
5. Convex Optimization
Milk pooling and blending
Ordinary Least Squares (OLS) Regression
Markowitz portfolio optimization
Support Vector Machines for Binary Classification
Extra material: Refinery production and shadow pricing with CVXPY
Extra Material: Cutting Stock
6. Conic Optimization
Economic Order Quantity
The Kelly Criterion
Markowitz portfolio optimization revisited
Optimal Design of Multilayered Building Insulation
Training Support Vector Machines with Conic Optimization
Extra material: Luenberger’s Investment Wheel
Extra material: Optimal Growth Portfolios with Risk Aversion
7. Accounting for Uncertainty: Optimization Meets Reality
Fleet assignment problem
Robustness analysis of BIM production plan via simulations
8. Robust Optimization - Single Stage Problems
Robust BIM microchip production problem
9. Stochastic Optimization - Single Stage Problems
Pop-up shop
Markowitz portfolio optimization with chance constraints
Stock optimization for seafood distribution center
Economic dispatch in energy systems
10. Two-Stage Problems
Airline seat allocation problem
Optimal power flow problem with recourse actions
Two-stage Production Planning
Extra: The farmer’s problem and its variants
Extra: Two-stage energy dispatch optimization with wind curtailment
Appendix: Working with AMPL
AMPL Style Guide
amplpy Style Guide
Index
᎒᎒᎒
AMPL Resources
AMPL.com
AMPL Support Forum
AMPL Download Portal
AMPL Development Resources
AMPL + Python 🐍
Hands-On Optimization in Python
AMPL Model Colaboratory
AMPL on Streamlit Cloud
amplpy: Python API
Open Source Projects
rAMPL: R API
AMPL Plugins
AMPL GSL
amplpyfinance
Solver Callbacks
MP: Solver Interface Framework
Licenses & Pricing
AMPL & Solvers pricing
Free AMPL For Teaching
Free AMPL Community Edition
Social Media
LinkedIn
Twitter / X
Colab
Repository
Open issue
.ipynb
.pdf
amplpy Style Guide
amplpy Style Guide
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