Tutorials on Advanced Optimization Methods

This material provides thorough tutorials on some optimization techniques frequently used in various engineering disciplines, including convex optimization, linearization technique and mixed-integer linear programming, robust optimization, and equilibrium/game problems. It discusses how to reformulate a difficult problem to a solver-compatible form via convexi cation, linearization, and decomposition, so the original problem can be reliably solved by commercial/open-source software. Fundamental algorithms are not the main focus. This material is a good reference for self-learners who have basic knowledge in linear algebra and linear programming.


Wei Wei, Jianhui Wang. Modeling and Optimization of Interdependent Energy Infrastructures. Springer Nature Switzerland, 2020.



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