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Spring 2002 Downloads & Links

Downloads

Weeks
Topic
1
Introduction:  curve_fitting.xls
2, 3
Roots of Equations:
bracket_methods.xls

open_methods.xls
Newton-Raphson.pdf
7
Portfolio optimization example (Excel file, need solver add-in)
9
Diet Problem, linear programming example (Excel file, need solver add-in)
10
Train Production costs, regression example (Excel file, need regression tool add-in)


Optimization Software
(key:LP=linear programming, IP=integer programming,NLP=nonlinear programming, NCP/VI = nonlinear complementarity problem/variational inequality)

  • MATLAB, (linear algebra, optimization, differential equations, etc.)
  • MPL (Modeling language) (LP,IP,NLP)
  • Dash Optimization (LP,IP, NLP solver is Xpress-MP)
  • LINDO (LP,IP,NLP)

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