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awesome-optimization

A curated list of mathematical optimization courses, lectures, books, notes, libraries, frameworks and software.
https://github.com/ebrahimpichka/awesome-optimization

Last synced: 1 day ago
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**Books and Lecture notes**
- Meta-heuristics
- Combinatorial Optimization
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Amazon
  - Amazon
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
- Operations Research
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - PDF
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Pearson
  - McGraw Hill
  - PDF - [code](https://github.com/chkwon/jpor_codes)
  - PDF
  - PDF
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
- Convex Optimization
  - PDF
  - PDF
- **Operations Research**
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
- Constraint Programming
  - Amazon
  - PDF
- **Combinatorial Optimization**
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
  - Springer
- Stochastic Optimization
- Bayesian Optimization
  - Amazon
  - Amazon
- Dynamic Programming and Reinforcement Learning
  - List
  - PDF
  - PDF
  - PDF
**Video Lectures and Courses**
- Meta-heuristics
  - **Metaheuristics Graduate Course** - by Helena Ramalhinho Lourenço - Universitat Pompeu Fabra
  - **CPAIOR 2020 Master Class: Metaheuristics**
  - **Metaheuristics Graduate Course** - by Helena Ramalhinho Lourenço - Universitat Pompeu Fabra
  - **Evolutionary Computation for Single and Multi-Objective Optimization** - by Deepak Sharma - NPTEL IIT Guwahati
  - **Introduction to Metaheuristics** - by Luis R. Izquierdo
  - **CPAIOR 2020 Master Class: Metaheuristics**
  - **Introduction to Metaheuristics** - by Luis R. Izquierdo
  - **Evolutionary Computation for Single and Multi-Objective Optimization** - by Deepak Sharma - NPTEL IIT Guwahati
- Optimization Algorithms
- Convex Optimization
  - **Stanford: Convex optimization I** - university-convex-optimization))\
  - **Stanford EE364b: Convex optimization II** - university-convex-optimization)\
  - **CMU: Convex Optimization (Fall 2018)**
  - Fall 2019
  - Fall 2016 - Hako68p9MpIC))
  - **Convex Optimization** - DDW8QIRjNONCZifAG-DwNppBKwmHGab)
  - **Convex Optimization - NPTEL**
  - **Convex Optimization** - DDW8QIRjNONCZifAG-DwNppBKwmHGab)
  - **Convex Optimization - NPTEL**
  - Stephen Boyd
  - [YouTube - university-convex-optimization)
- Discrete, Combinatorial, and Integer Optimization
- Operations Research
- Constraint Programming
  - **An Introduction To Constraint Programming** - Jacob Allen
  - **CPAIOR 2020 Master Class: Constraint Programming**
  - **EdX: Constraint Programming** - UCLouvain (LouvainX):\
- Continuous Optimization
- Stochastic Optimization and Control
- Dynamic Programming and Reinforcement Learning
  - **Dynamic Programming Lectures**
  - **UC Berkeley CS 285: Deep Reinforcement Learning - Fall 2022**
  - Course website
  - Fall 2021 version
  - **Stanford CS234: Reinforcement Learning — Winter 2019** - by [Emma Brunskill](https://cs.stanford.edu/people/ebrun/)
  - Course website
  - **Reinforcement/Deep Learning Lecture Series 2021** - by DeepMind x UCL
  - 2018 version
  - **Dynamic Programming Lectures**
  - **UC Berkeley CS 285: Deep Reinforcement Learning - Fall 2022**
  - Fall 2021 version
  - **Stanford CS234: Reinforcement Learning — Winter 2019** - by [Emma Brunskill](https://cs.stanford.edu/people/ebrun/)
  - **Reinforcement/Deep Learning Lecture Series 2021** - by DeepMind x UCL
  - 2018 version
Solvers, Tools, and Libraries
- **Solvers**
  - CPLEX - IBM
  - LocalSolver - LocalSolver
  - Concorde - UWaterloo
  - lp_solve - (Mixed Integer) Linear Programming solver
**Solvers, Tools, and Libraries**
- Solvers
  - Gurobi - Gurobi
  - Knitro - Artelys
  - Mosek - Mosek
  - GLPK - GNU Linear Programming Kit
  - SCIP - Solving Constraint Integer Programs
  - Hans Mittelmann's Benchmarks
  - FICO Xpress - FICO
  - HiGHS - High Performance Software for Linear Optimization
  - DIDP - Domain-Independent Dyanmic Programming
- Tools and Libraries
  - **JuMP** - Open source modeling language for **Julia**.
  - **Pyomo** - Open source modeling library for **Python**.
  - **COIN-OR** - or/)
  - **MiniZinc** - Constraint modeling language.
  - **GAMS** - High-level modeling system.
  - **Scipy Optimize**
**Other Resources**
- Code Repositories
  - Open Optimization
- Events, Societies, and Conferences
  - **CP Conference** - Principles and Practice of Constraint Programming.
  - **Mathematical Optimization Society** - international organization dedicated to the promotion and the maintenance of high professional standards in the subject of mathematical optimization.
  - **Mixed Integer Programming Society**
  - **INFORMS** - Institute for Operations Research and the Management Sciences.
  - **Discrete Optimization Talks (DOTs)** - virtual seminar series.
  - **CPAIOR** - Integration of Constraint Programming, Artificial Intelligence, and Operations Research.
- Conferences
  - **CORS** - Canadian Operational Research Society
- Communities and Forums

Programming Languages

Categories

**Books and Lecture notes** 281 **Video Lectures and Courses** 110 **Solvers, Tools, and Libraries** 15 **Other Resources** 13 Solvers, Tools, and Libraries 4

Sub Categories

Meta-heuristics 173 Operations Research 61 Combinatorial Optimization 37 Discrete, Combinatorial, and Integer Optimization 24 Dynamic Programming and Reinforcement Learning 18 **Operations Research** 14 **Combinatorial Optimization** 14 Convex Optimization 13 Continuous Optimization 10 Solvers 9 Optimization Algorithms 9 Stochastic Optimization and Control 8 Tools and Libraries 6 Events, Societies, and Conferences 6 Constraint Programming 5 Communities and Forums 5 **Solvers** 4 Stochastic Optimization 3 Bayesian Optimization 2 Code Repositories 1 Conferences 1