Modern Optimization Methods
News ||
Lectures ||
Assignments ||
Readings ||
Movies ||
References ||
Programming links ||
Interesting links ||
News
12.12.2019: Added slides on Mathematical Programming
10.11.2015: TSP at Simulated Annealing enganced
14.10.2015: Portfolio management example updated
21.10.2013: Updated lecture on heuristic algorithms
Lectures
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Introduction to Global optimization
PDF
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Example of portfolio management
shares_2014.dat
shares_real_2015.dat
portfolio_example.m
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Mathematical Programming I
PDF
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Mathematical Programming II
PDF
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Mathematical Programming III
PDF
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Introduction, Simulated Annealing, Threshold Acceptance
PDF (1.85 MB) [version 003]
tsp.m
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Genetic Algorithms
PDF (361 kB) [version 001]
Gaot.zip
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Evolution Strategies and Differential Evolution
PDF (323 kB) [version 001]
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Evolutionary Algorithms
PDF (748 kB) [version 001]
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PSO and ACO
PDF (814 kB) [version 001]
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Source codes for PSO and ACO algorithms
RAR (64 kB)
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Parallel Evolutionary Algorithms and No free lunch theorem
PDF (120 kB) [version 001]
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Multimodal optimization
PDF (723 kB) [version 001]
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Comparison of optimization algorithms
PDF (1.66 MB) [version 001]
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Multi-objective optimization
PDF (422 kB) [version 001]
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Constrained optimization
PDF (96 kB) [version 001]
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Metamodeling
PDF (1.91 MB) [version 002]
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Genetic Programming
PDF (1,01 MB) [version 001]
Assignments
Movies
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Example of optimization with algorithm SADE with dozen of dimensions
RAR (10 MB)
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Example of multi-modal optimization with CERAF system
RAR (411 kB)
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Example of multi-modal optimization with CERAF system with several dimensions
RAR (898 kB)
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Example of optimization with RBF network
RAR (2 MB)
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Example of loadings' control of a T-shape structure
RAR (278 kB)
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Example of optimization history of loadings' control of a T-shape structure
RAR (53 kB)
Links
References
Programming
Interesting pages on optimization
Please feel free to e-mail any suggestions, errors and typos to
leps@cml.fsv.cvut.cz
Last change: 10.11.2015
