3 ms·
From direct experience; learn optimisation by understanding a variety of optimisation problems. Don’t worry at all about how to solve them, just get very good a
by usgroup 6y ago
From direct experience; learn optimisation by understanding a variety of optimisation problems. Don’t worry at all about how to solve them, just get very good at being able to express the problem as a parameterised function that can be maximised.
Then learn about the properties of different classes of functions and what this inevitably means for optimisation options.
Generally your best bang for buck is mixed integer linear programming. It can solve a huge number of problems. This book is perfect:
https://www.amazon.co.uk/Model-Building-Mathematical-Programming-5e/dp/1118443330 https://www.amazon.co.uk/Model-Building-Mathematical-Program...