Optimization-Using-Python

Early Work Using Open Source Solutions

• scipy.optimize is not the best option for problems larger than toy-size

  See: Example of Nonlinear Optimization Using scipy.optimize

• The following Python packages are open source and do the job:

  • Pulp - See toy example: Optimization Using Python/Pulp
  • Python-MIP - Find Many Examples in Docs
  • Google OR-Tools is an impressive open-source application, lacking good developer support though.

Constraint Programming

Of particular interest is the cpModel solver for Contraint Programming found in ortools. See examples below:

• Job Shop Scheduling (Constraint Programming)

• One Period Planner for R&D Project Scheduling

  • Code
  • Leverages AddCumulative Constraint to set Capacity Limit over Project Horizon.
  • Minimizes: Resource Cost + Tardiness Penalty - Early Completion Bonus
  • Resources May Compete for Tasks.
  • Expensive Resources Might Finish Tasks Earlier Than Inexpensive Ones.
  • Input Data In .csv Format for Larger Problems.

• Planner for R&D Project Scheduling With One Uncertain Task Completion Time)

  • Code
  • Adds Stochastic Programming Constraints.
  • Leverages AddCumulative Constraint to set Capacity Limit over Project Horizon.
  • Minimizes: Resource Cost + Tardiness Penalty - Early Completion Bonus
  • Resources May Compete for Tasks and May Complete at Different Cadence
  • Expensive Resources Might Finish Tasks Earlier Than Inexpensive Ones.
  • Develop Model Data Structure for Model Variables and Results.