This chapter introduces optimization, its core components, and its wide applications across industries and domains. It presents a quick, exhaustive search method for solving an optimization problem. It provides a mathematical primer for the concepts required for this course. 

Introduction to mathematical optimization

Understanding mathematical optimization

Applying an objective function

Exhaustive search method

Univariate optimization

Finding the derivative

Find the second derivative

Multivariate optimization

Partial derivatives with SymPy

Limitations of differentiation

Introduction to Optimization

This chapter covers solving unconstrained and constrained optimization problems with differential calculus and SymPy, identifying potential pitfalls.  SciPy is also introduced to solve unconstrained optimization problems, in single and multiple dimensions, numerically, with a few lines of code.  The chapter goes on to solve linear programming in SciPy and PuLP.

Unconstrained optimization

Finding the maxima

Bound-constrained optimization

Working with Bounds

Handling hard inequalities

Linear programming

What is linear programming?

PuLP for linear optimization

Handling multiple elements

 Unconstrained and Linear Constrained Optimization

This chapter introduces convex-constrained optimization problems with different constraints and looks at mixed integer linear programming problems, essentially linear programming problems where at least one variable is an integer.

Convex constrained-optimization

Interpreting indifference curves

Visualize the indifference curve

Utility maximization

Convex-constrained optimization with inequality constraints

Interior or corner?

Linear constrained biscuits

Nonlinear constrained biscuits

Mixed integer linear programming (MILP)

Adjusting MILP

Understanding integrality

Non-linear Constrained Optimization

This chapter covers finding the global optimum when multiple good solutions exist. We will conduct sensitivity analysis and learn linearization techniques that reduce non-linear problems to easily solvable ones with SciPy or PuLP.  In terms of applications, we will solve an HR allocation with training costs problem and capital budgeting with dependent projects.

Transforming non-linear problems

Solving the capital budgeting problem

Allocating resources

Global optimization in SciPy

Find the global optimum

Using callback

Sensitivity analysis in PuLP

Slack and shadow price

Shadow prices with juice

The diet problem revisited

Congratulations!

Robust Optimization Techniques

This course transforms beginners into skilled optimizers, teaching you to convert and solve real-world problems using mathematical modeling in Python with SciPy and PuLP. Starting with the basics of optimization and its applications, you'll employ SymPy for analytical solutions without manually calculating derivatives, and utilize SciPy for numerical answers. You'll progress to tackling linear programming, constrained convex optimization, and mixed integer optimization with SciPy and PuLP, focusing on practical issues like manufacturing, profit maximization, and resource allocation.

Optimization problems are ubiquitous in engineering, sciences, and the social sciences. This course will take you from zero optimization knowledge to a hero optimizer. You will use mathematical modeling to translate real-world problems into mathematical ones and solve them in Python using the SciPy and PuLP packages.

<h2>Apply Calculus to Unconstrained Optimization Problems with SymPy</h2>

You will start by learning the definition of an optimization problem and its use cases. You will use SymPy to apply calculus to yield analytical solutions to unconstrained optimization. You will not have to calculate derivatives or solve equations; SymPy works seamlessly! Similarly, you will use SciPy to get numerical solutions.

<h2>Tackle Complex Problems Head-On</h2>

Next, you will learn to solve linear programming problems in SciPy and PuLP. To capture real-world complexity, you will see how to apply PuLP and SciPy to solve constrained convex optimization and mixed integer optimization. 

By the end of this course, you will have solved real-world optimization problems, including manufacturing, profit and budgeting, resource allocation, and more.

Introduction to NumPy

Learn to solve real-world optimization problems using Python's SciPy and PuLP, covering everything from basic to constrained and complex optimization.

Introduction to Optimization in Python

Content Developer

Mixed integer linear programming

Gowns or tuxedos

Objective and constraints

MILP in SciPy

Integrality

Consequences of omitting integrality

Let's Practice!

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Non-linear Constrained Optimization - Mixed integer linear programming (MILP)

Mixed integer linear programming (MILP)

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