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Optimization

At its most basic, we're looking to answer a question like: what value of x maximizes (or minimizes) f(x)?

Often, this is explained as finding the most efficient means to some end. For example, what mix of staple foods constitutes a nutritionally complete diet at least cost?

But descriptive modeling also involves optimization, when we are confronted with a logical space of possible descriptions and need to pick one to move ahead. We typically optimize to model the world (e.g. running a regression to estimate technical coefficients) before optimizing to choose a course of action (e.g. using such technical coefficients to plan production).

Baumol and Gomry - Pricing in mixed integer programs

notes on LP

gnu linear programming toolkit in browser

GLPK tutorial (scheduling problem, links to IBM tutorials)

Branch and Bound (textbook description)

Equilibrium Prices in Markets With Nonconvexities

Linear Programming Formulettes

Eyal Kazin - A Gentle Introduction to Multi-Objective Optimisation

International Society on MCDM - Multiple Criteria Decision Making History

Lavrov - Math 482: Linear Programming (Spring 2020)

Lofti, Stewart, Zionts - An aspiration-level interactive model for multiple criteria decision making

International Society for Ecological Economics: Multicriteria Assessment

https://en.wikipedia.org/wiki/Multiple-criteria_decision_analysis

Introduction to Scalarization Methods for Multi-objective Optimization

https://arjzaidi.files.wordpress.com/2014/08/revellechp5.pdf

Saltelli - Slides on Social Choice and Multi-Criteria Decision Making

Pareto Race

Exact algorithms for multiobjective linear optimization problems with integer variables: A state of the art survey

Designing bridge trusses with Pytorch autograd

Tatonnement beyond gross substitutes? (gradient descent)

See Also

Bjorn's Notes