This repository has been archived in October 2024. The new version of the linear optimisation notes can be found at: github.com/gamma-opt/linpot-notes
Download the notes here: download
This repository contains the lecture notes that have been prepared for graduate level courses at Aalto University.
- MS-E2121 - Linear optimisation
- MS-E2122 - Nonlinear optimisation
These lecture notes were written by Fabricio Oliveira based on the following references:
Part 1
- Bertsimas and Tsitsiklis (2008), Introduction to Linear Optimization, 2nd edition, Athena Scientific
- Wolsey (2020), Integer Programming, 2nd edition, Wiley
Part 2
- Bazaraa, Sherali, and Shetty (1993), Nonlinear Programming: Theory and Algorithms, 3rd edition, Wiley
- Boyd and Vandenberghe (2004), Convex Optimization, 1st edition, Cambridge University Press
- Bertsekas (2016), Nonlinear Programming, 3rd edition, Athena Scientific
Though I wrote those, these were improved by the work of many people to whom I am forever thankful, including but not limited to:
- Juho Andelmin
- Nikita Belyak
- Lucas Condeixa
- Olli Herrala
- many TAs and students.
The material is constantly developing and therefore, subject to error and typos. If you find anything that you suspect to be a problem, please post an issue describing where the problem is and how to solve it. Even better, if you are confident with Githb (or would like to try it out) you can file a pull request directly!
This work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.
