Mathematical Optimization with GAMS and Pyomo (Python)

Learn how to mathematically formulate business problems and find their optimal solutions using GAMS and Pyomo (Python) What you'll learn:
Mathematical optimization
Linear programming
Integer programming
Nonlinear programming
Hands-on coding experience in GAMS
Hands-on coding experience in Pyomo (Python)

Requirements
This course is designed for complete beginners to mathematical optimization. There are no coding prerequisites either, as we go through the functions and syntaxes in GAMS and Pyomo in detail. We instruct you on the download and demo license installation for GAMS. Pyomo is an open source package which we use Google Colaboratory to run. Therefore, all you need is a functional Google account, and you are ready to get started on this introductory journey to optimization!

Description
This introductory course to optimization in GAMS and Pyomo (Python) contains 4 modules, namely,

Linear programming

Nonlinear programming

Mixed Integer Linear Programming, and

Mixed-Integer Nonlinear Programming

In each module, we aim to teach you the basics of each type of optimization through three different illustrative examples from different areas of science, engineering, and management. Using these examples, we aim to gently introduce you to coding in two environments commonly used for optimization, GAMS and Pyomo. GAMS is a licensed software, for which we use a demo license in this course. Pyomo is an open-source package in Python, which we use Google Colaboratory to run. As we proceed through the different examples in each module, we also introduce different functionalities in GAMS and Python, including data import and export.

At the end of this course, you will be able to,

Read a problem statement and build an optimization model

Be able to identify the objective function, decision variables, constraints, and parameters

Code an optimization model in GAMS

Define sets, variables, parameters, scalars, equations

Use different solvers in GAMS

Leverage the NEOS server for optimization

Import data from text, gdx, and spreadsheet files

Export data to text, gdx, and spreadsheet files

Impose different variable ranges, and bounds

Code an optimization model in Pyomo

Define models, sets, variables, parameters, constraints, and objective function

Use different solvers in Pyomo

Leverage the NEOS server for optimization

Import data from text, gdx, and spreadsheet files

Export data to text, gdx, and spreadsheet files

Impose different variable ranges, and bounds

Who this course is for
We have designed this course to be accessible to students and professionals in various disciplines including, but not limited to, operations research, engineering, science, and management. Hence, we have chosen illustrative examples for each module within the course from different disciplines such as production scheduling, chemical and electrical engineering, geometry, etc. For each example, we will go through the problem statement in detail before proceeding to coding in GAMS and Python, so rest assured that you can follow through regardless of your field of learning and work.