Computational Optimization

Table of Contents

1. Introduction and optimization basics
2. Linear programming (LP)
3. Mixed-integer linear programming (MILP)
4. Nonlinear programming (NLP) and dynamic optimization (DO)
5. Mixed-integer nonlinear programming (MINLP) and deterministic global optimization
6. Stochastic programming
7. Robust optimization
8. Optimization and big data analytics
9. Computation

Authors

Fengqi You Roxanne E. and Michael J. Zak Professor, Smith School of Chemical and Biomolecular Engineering Cornell University, NY, USA. Fengqi You is an Assistant Professor of Chemical and Biological Engineering at Northwestern University. His research focuses on the development of novel computational models, optimization techniques, and systems analysis & design methods for process systems engineering, energy systems and sustainability. His research accomplishments have been highlighted by multiple news media (e.g. New York Times and Bloomberg Businessweek) and journal covers (e.g. Energy & Environmental Science). He received several competitive awards, including the W. David Smith, Jr. Graduate Publication Award from the CAST Division of AIChE, the Director's Fellowship from Argonne National Laboratory, and the 2013 Northwestern-Argonne Early Career Investigator Award. Fengqi You received his PhD from Carnegie Mellon University in 2009 and a BS from Tsinghua University in 2005, both in chemical engineering. From 2009 to 2011, he was an Argonne Scholar at Argonne National Laboratory before joining the faculty of Northwestern University in 2011. More information can be found from his research group website.