5 ms·

Slightly off topic but does anybody have any resources for learning linear programming for business applications?

by raidicy 2y ago

taeric 2y ago
https://a.co/d/cpmi8dO https://a.co/d/cpmi8dO was a fun book to me.
- eh_why_not 2y ago
  Can we post clean and direct links to resources here, instead of those obscure links with hidden tracking?
  - taeric 2y ago
    My apologies on that. Oddly, this is why I don't typically post from my phone, as it is far easier for me to get the clean link that way. Clean link: https://www.amazon.com/dp/1107658799 https://www.amazon.com/dp/1107658799 Book title: A Gentle Introduction to Optimization by by B. Guenin (Author), J. Könemann (Author), L. Tunçel (Author)
nickpeterson 2y ago
I really wish I could find solid websites/blogs/resources for operations research, mathematical planning, linear programming, etc aimed at regular software engineers. I feel like a lot of the really crazy parts of codebases often derive from inexperience with these kinds of tools.
- colelyman 2y ago
  Have you seen http://www.hakank.org/ http://www.hakank.org/ ? Mostly about constraint programming, but definitely in the realm of operations research.
  - nickpeterson 2y ago
    I've stumbled across it a few times way back when I was looking at MRP stuff for an ERP I worked on. I remember it being a rare gem of a website. I'd throw away 99% of web pages if the ones remaining were all like this one. Thanks for the reminder!
- polivier 2y ago
  I write blog posts about constraint programming from time to time. I always include a step-by-step description of the model, which makes it fairly easy to understand. Hopefully this can be of help for you: https://pedtsr.ca https://pedtsr.ca
armanboyaci 2y ago
I recommend this blog: https://yetanothermathprogrammingconsultant.blogspot.com/?m=1 https://yetanothermathprogrammingconsultant.blogspot.com/?m=... Not all posts are business related but you can learn many practical tricks hard to find in books.
- tomas789 2y ago
  I add my +1 to this. I often come across this blog posts while working as a OR professional.
- pjot 2y ago
  GAMS is such a wild language/environment. I don’t know of anything better, but I’m currently reliving nightmares from my Masters
  - currymj 2y ago
    JuMP is comparably good I think. People reasonably don’t want to add a new language to their stack. But if you’re just formulating MPs it’s as nice as anything, free, and you have a well designed modern programming language if you need it.
currymj 2y ago
the Mosek Modeling Cookbook is really good for seeing the "tricks" of how to reformulate things as convex programs. https://docs.mosek.com/modeling-cookbook/index.html https://docs.mosek.com/modeling-cookbook/index.html Not for total beginners though but great 201 level resource.
nuclearnice3 2y ago
If you can get your hands on informs publications. https://www.informs.org/Publications https://www.informs.org/Publications
cashsterling 2y ago
I'd recommend getting the 9th or 10th edition of Introduction to Operations Research by Hillier and Lieberman. 9th: https://www.amazon.com/dp/0077298349 https://www.amazon.com/dp/0077298349 You can search for the 10th edition. Both are available used for less than 50 USD in good condition. The book covers a lot more than linear programming. A solution manual for both editions can be found on the internet. A good "free-pdf" optimization book, to support the above is, Algorithms for Optimization by Kochenderfer & Wheeler ( https://algorithmsbook.com/optimization/ https://algorithmsbook.com/optimization/ ). It has a chapter on constrained linear optimization with Julia code and is a good secondary resource. Kochenderfer, Wheeler, and colleagues also have two other free optimization books that are a little more advanced. It is exceptionally cool that they make the high quality PDF freely available; more authors in the technical space are making their books freely available as pdf and I applaud them for it.
- bookofjoe 2y ago
  10th edition free here: https://s23.middlebury.edu/MATH0318A/Hillier10th.pdf https://s23.middlebury.edu/MATH0318A/Hillier10th.pdf
  - syockit 2y ago
    I'd say to be wary of sharing links to full textbooks unless you are really sure it's posted by the copyright owner. The authors could be best friends with the webmaster and allowed them to post it on their website, but the problem is with the publisher who may not have given consent.
    - bookofjoe 2y ago
      I assume you believe Sci-Hub should be shut down. https://litfl.com/sci-hub-pirate-paper-portal/ https://litfl.com/sci-hub-pirate-paper-portal/
- kristopolous 2y ago
  What do people on here use this stuff for? Are you building out large IT infrastructures? Sorry, this is all very new stuff to me.
jeffbee 2y ago
You could just grab or-tools and work through their example problems, then extend it to something in your area of interest. The Python APIs are easy to experiment with.
chris_nielsen 2y ago
Applied Mathematical Programming https://web.mit.edu/15.053/www/AMP.htm https://web.mit.edu/15.053/www/AMP.htm
- l33t7332273 2y ago
  I second this blog. The comparison of (10 different!) MIP modeling techniques for piecewise linear functions is more complete than any I’ve seen.
ant6n 2y ago
Isnt this something that could be useful for consulting? I’ve occasionally considered trying to help businesses model MILPs to help solve their problems, but its so specialist that finding good matches is like the actual problem. I wonder how specialists like milp experts find clients.
wodenokoto 2y ago
We needed to get a project based off of ORTools, that some consultants had left us, working and expanded. After mocking about for a while getting nowhere, we took the optimization course on coursera from Melbourne University and were quite happy with how it helped us move along.
loehnsberg 2y ago
Largest applications may well be in power systems (economic dispatch, unit commitment), material requirements planning, transportation networks, but linear programming can also be used to fit functions, think constrained regression with L1 loss.
cschmidt 2y ago
The "Model Building in Mathematical Programming" book by Williams is unique in that it talks about how to formulate LP and MILP problems, rather than focusing on the algorithm side of how the simplex algorithm works. That's nice to know, but not really necessary. You really need to get some intuition on thinking about objectives and constraints. https://www.wiley.com/en-us/Model+Building+in+Mathematical+Programming%2C+5th+Edition-p-9781118443330 https://www.wiley.com/en-us/Model+Building+in+Mathematical+P...

Slightly off topic but does anybody have any resources for learning linear programming for business applications?

taeric 2y ago

https://a.co/d/cpmi8dO https://a.co/d/cpmi8dO was a fun book to me.

eh_why_not 2y ago
Can we post clean and direct links to resources here, instead of those obscure links with hidden tracking?
- taeric 2y ago
  My apologies on that. Oddly, this is why I don't typically post from my phone, as it is far easier for me to get the clean link that way. Clean link: https://www.amazon.com/dp/1107658799 https://www.amazon.com/dp/1107658799 Book title: A Gentle Introduction to Optimization by by B. Guenin (Author), J. Könemann (Author), L. Tunçel (Author)

nickpeterson 2y ago

I really wish I could find solid websites/blogs/resources for operations research, mathematical planning, linear programming, etc aimed at regular software engineers. I feel like a lot of the really crazy parts of codebases often derive from inexperience with these kinds of tools.

colelyman 2y ago
Have you seen http://www.hakank.org/ http://www.hakank.org/ ? Mostly about constraint programming, but definitely in the realm of operations research.
- nickpeterson 2y ago
  I've stumbled across it a few times way back when I was looking at MRP stuff for an ERP I worked on. I remember it being a rare gem of a website. I'd throw away 99% of web pages if the ones remaining were all like this one. Thanks for the reminder!
polivier 2y ago
I write blog posts about constraint programming from time to time. I always include a step-by-step description of the model, which makes it fairly easy to understand. Hopefully this can be of help for you: https://pedtsr.ca https://pedtsr.ca

armanboyaci 2y ago

I recommend this blog: https://yetanothermathprogrammingconsultant.blogspot.com/?m=1 https://yetanothermathprogrammingconsultant.blogspot.com/?m=... Not all posts are business related but you can learn many practical tricks hard to find in books.

tomas789 2y ago
I add my +1 to this. I often come across this blog posts while working as a OR professional.
pjot 2y ago
GAMS is such a wild language/environment. I don’t know of anything better, but I’m currently reliving nightmares from my Masters
- currymj 2y ago
  JuMP is comparably good I think. People reasonably don’t want to add a new language to their stack. But if you’re just formulating MPs it’s as nice as anything, free, and you have a well designed modern programming language if you need it.

currymj 2y ago

the Mosek Modeling Cookbook is really good for seeing the "tricks" of how to reformulate things as convex programs. https://docs.mosek.com/modeling-cookbook/index.html https://docs.mosek.com/modeling-cookbook/index.html Not for total beginners though but great 201 level resource.

nuclearnice3 2y ago

If you can get your hands on informs publications. https://www.informs.org/Publications https://www.informs.org/Publications

cashsterling 2y ago

I'd recommend getting the 9th or 10th edition of Introduction to Operations Research by Hillier and Lieberman. 9th: https://www.amazon.com/dp/0077298349 https://www.amazon.com/dp/0077298349 You can search for the 10th edition. Both are available used for less than 50 USD in good condition. The book covers a lot more than linear programming. A solution manual for both editions can be found on the internet. A good "free-pdf" optimization book, to support the above is, Algorithms for Optimization by Kochenderfer & Wheeler ( https://algorithmsbook.com/optimization/ https://algorithmsbook.com/optimization/ ). It has a chapter on constrained linear optimization with Julia code and is a good secondary resource. Kochenderfer, Wheeler, and colleagues also have two other free optimization books that are a little more advanced. It is exceptionally cool that they make the high quality PDF freely available; more authors in the technical space are making their books freely available as pdf and I applaud them for it.

bookofjoe 2y ago
10th edition free here: https://s23.middlebury.edu/MATH0318A/Hillier10th.pdf https://s23.middlebury.edu/MATH0318A/Hillier10th.pdf
- syockit 2y ago
  I'd say to be wary of sharing links to full textbooks unless you are really sure it's posted by the copyright owner. The authors could be best friends with the webmaster and allowed them to post it on their website, but the problem is with the publisher who may not have given consent.
  - bookofjoe 2y ago
    I assume you believe Sci-Hub should be shut down. https://litfl.com/sci-hub-pirate-paper-portal/ https://litfl.com/sci-hub-pirate-paper-portal/
kristopolous 2y ago
What do people on here use this stuff for? Are you building out large IT infrastructures? Sorry, this is all very new stuff to me.

jeffbee 2y ago

You could just grab or-tools and work through their example problems, then extend it to something in your area of interest. The Python APIs are easy to experiment with.

chris_nielsen 2y ago

Applied Mathematical Programming https://web.mit.edu/15.053/www/AMP.htm https://web.mit.edu/15.053/www/AMP.htm

l33t7332273 2y ago
I second this blog. The comparison of (10 different!) MIP modeling techniques for piecewise linear functions is more complete than any I’ve seen.

ant6n 2y ago

Isnt this something that could be useful for consulting? I’ve occasionally considered trying to help businesses model MILPs to help solve their problems, but its so specialist that finding good matches is like the actual problem. I wonder how specialists like milp experts find clients.

wodenokoto 2y ago

We needed to get a project based off of ORTools, that some consultants had left us, working and expanded. After mocking about for a while getting nowhere, we took the optimization course on coursera from Melbourne University and were quite happy with how it helped us move along.

loehnsberg 2y ago

Largest applications may well be in power systems (economic dispatch, unit commitment), material requirements planning, transportation networks, but linear programming can also be used to fit functions, think constrained regression with L1 loss.

cschmidt 2y ago

The "Model Building in Mathematical Programming" book by Williams is unique in that it talks about how to formulate LP and MILP problems, rather than focusing on the algorithm side of how the simplex algorithm works. That's nice to know, but not really necessary. You really need to get some intuition on thinking about objectives and constraints. https://www.wiley.com/en-us/Model+Building+in+Mathematical+Programming%2C+5th+Edition-p-9781118443330 https://www.wiley.com/en-us/Model+Building+in+Mathematical+P...