Related papers: OPM, a collection of Optimization Problems in Matl…
ODE Test Problems (OTP) is an object-oriented MATLAB package offering a broad range of initial value problems which can be used to test numerical methods such as time integration methods and data assimilation (DA) methods. It includes…
Output thresholding is the technique to search for the best threshold to be used during inference for any classifiers that can produce probability estimates on train and testing datasets. It is particularly useful in high imbalance…
Phasor Measurement Units (PMUs) are essential measuring devices for monitoring, control and protection of power systems. The objective of the optimal PMU placement (OPP) problem is to minimize the number of PMUs and select the bus locations…
Optimization problems seek to find the best solution to an objective under a set of constraints, and have been widely investigated in real-world applications. Modeling and solving optimization problems in a specific domain typically require…
Optimal transport (OT) is a popular tool in machine learning to compare probability measures geometrically, but it comes with substantial computational burden. Linear programming algorithms for computing OT distances scale cubically in the…
PENLAB is an open source software package for nonlinear optimization, linear and nonlinear semidefinite optimization and any combination of these. It is written entirely in MATLAB. PENLAB is a young brother of our code PENNON \cite{pennon}…
The optimization and machine learning toolkit (OMLT) is an open-source software package incorporating neural network and gradient-boosted tree surrogate models, which have been trained using machine learning, into larger optimization…
Optimization Modulo Theories (OMT) is an extension of SMT that allows for finding models that optimize objective functions. In this paper we aim at bridging the gap between Constraint Programming (CP) and OMT, in both directions. First, we…
Linear programming (LP) is an extremely useful tool and has been successfully applied to solve various problems in a wide range of areas, including operations research, engineering, economics, or even more abstract mathematical areas such…
Linear programming (LP) is an extremely useful tool which has been successfully applied to solve various problems in a wide range of areas, including operations research, engineering, economics, or even more abstract mathematical areas such…
The work of Wachter and Biegler suggests that infeasible-start interior point methods (IPMs) developed for linear programming cannot be adapted to nonlinear optimization without significant modification, i.e., using a two-phase or penalty…
Optimization problems are pervasive across various sectors, from manufacturing and distribution to healthcare. However, most such problems are still solved heuristically by hand rather than optimally by state-of-the-art solvers, as the…
POCP is a new Matlab package running jointly with GloptiPoly 3 and, optionally, YALMIP. It is aimed at nonlinear optimal control problems for which all the problem data are polynomial, and provides an approximation of the optimal value as…
Optimization modeling plays a critical role in the application of Operations Research (OR) tools to address real-world problems, yet they pose challenges and require extensive expertise from OR experts. With the advent of large language…
Optimal power flow (OPF) is a central problem in the operation of electric power systems. An OPF problem optimizes a specified objective function subject to constraints imposed by both the non-linear power flow equations and engineering…
Optimization problems are pervasive in sectors from manufacturing and distribution to healthcare. However, most such problems are still solved heuristically by hand rather than optimally by state-of-the-art solvers because the expertise…
Optimization Modulo Theories (OMT) has emerged as an important extension of the highly successful Satisfiability Modulo Theories (SMT) paradigm. The OMT problem requires solving an SMT problem with the restriction that the solution must be…
Test functions are important to validate new optimization algorithms and to compare the performance of various algorithms. There are many test functions in the literature, but there is no standard list or set of test functions one has to…
We describe different optimization techniques to perform the assembly of finite element matrices in Matlab and Octave, from the standard approach to recent vectorized ones, without any low level language used. We finally obtain a simple and…
JuMP is an open-source modeling language that allows users to express a wide range of optimization problems (linear, mixed-integer, quadratic, conic-quadratic, semidefinite, and nonlinear) in a high-level, algebraic syntax. JuMP takes…