Mathematical Optimization is a branch of applied mathematics which is useful in many different fields. Here are a few examples: Your basic optimization problem consists of... The objective function, f(x), …

These notes comprise the compilations of lecture notes prepared for teaching Linear Optimisation and Integer Optimisation at Aalto University, Department of Mathematics and Systems Analysis, since 2017.

Optimisation Most optimisation problems can be converted into a minimisation problem E.g. g(x) = −f (x) turns a maximisation problem into a minimisation one. The function we wish to optimise is called the …

How do I solve optimisation problems? In optimisation problems, letters other than x, y and f are often used including capital letters

Simplex Method for Resource Requirements. 1.3.3. General Constraints. 1.4. Duality. 1.4.1. Duality for Non-standard Linear Programs. 1.4.2. Duality Theorems. 1.5. Sensitivity Analysis. 1.5.1. Changes in …

mization: Bayesian optimization. This method is particularly useful when the function to be optimized is expensive to evaluate, and we have n. information about its gradient. Bayesian optimization is a …

This material is written for a half-semester course in optimization methods in economics. The central topic is comparative statics for economics problems with many variables. The ideal reader is …