awesome-optimization

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

Last synced: about 12 hours ago
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**Books and Lecture notes**
- Operations Research
  - PDF
  - PDF
  - Springer
  - Springer
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  - Springer
- Stochastic Optimization
**Other Resources**
- Code Repositories
- Communities and Forums
- Conferences
  - **CORS** - Canadian Operational Research Society
- Events, Societies, and Conferences
  - **CPAIOR** - Integration of Constraint Programming, Artificial Intelligence, and Operations Research.
  - **CP Conference** - Principles and Practice of Constraint Programming.
  - **INFORMS** - Institute for Operations Research and the Management Sciences.
  - **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**
  - **Discrete Optimization Talks (DOTs)** - virtual seminar series.
  - **CO@Work** - Optimization course with a focus on computational aspects, industrial applications and networking (2024, 2020, 2015, 2009, 2005)
  - **CORS** - Canadian Operational Research Society
**Solvers, Tools, and Libraries**
- Solvers
  - Gurobi - Gurobi
  - FICO Xpress - FICO
  - Knitro - Artelys
  - Mosek - Mosek
  - GLPK - GNU Linear Programming Kit
  - HiGHS - High Performance Software for Linear Optimization
  - SCIP - Solving Constraint Integer Programs
  - Hans Mittelmann's Benchmarks
  - DIDP - Domain-Independent Dyanmic Programming
  - BARON - The Optimization Firm
  - CPLEX - IBM
  - CBC - COIN-OR Branch and Cut
  - Packrift Packaging Optimization Benchmark Corpus - Public benchmark corpus for ecommerce packaging fit, void-fill, unit economics, QA, and marketplace-prep checks across Packrift SKU scenarios.
  - LocalSolver - LocalSolver
  - Concorde - UWaterloo
  - lp_solve - (Mixed Integer) Linear Programming solver
  - DIDP - Domain-Independent Dynamic Programming
- Tools and Libraries
  - **COIN-OR** - or/)
  - **MiniZinc** - Constraint modeling language.
  - **GAMS** - High-level modeling system.
  - **JuMP** - Open source modeling language for **Julia**.
  - **Pyomo** - Open source modeling library for **Python**.
  - **Scipy Optimize**
  - **PuLP** - Open source modeling library for **Python**.
  - **PyOptInterface** - Efficient modeling interface for mathematical optimization in **Python**.
  - **Google OR-Tools** - tools)
  - **OpEn** - Code generation for embedded nonconvex optimization; written in **Rust** with interfaces in **Python**, **C/C++**, and other languages/frameworks.
  - **or-tools-wasm** - Multithreaded Typescript/Wasm build of Google OR-Tools.
  - **AMPL** - Algebraic modeling language, both linear/integer and constraint programming.
Solvers, Tools, and Libraries
- **Solvers**
  - CPLEX - IBM
  - LocalSolver - LocalSolver
  - Concorde - UWaterloo
  - lp_solve - (Mixed Integer) Linear Programming solver
**Video Lectures and Courses**
- Constraint Programming
  - **An Introduction To Constraint Programming** - Jacob Allen
  - **CPAIOR 2020 Master Class: Constraint Programming**
  - **EdX: Constraint Programming** - UCLouvain (LouvainX):\
- Continuous Optimization
- 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**
  - Stephen Boyd
  - [YouTube - university-convex-optimization)
  - [YouTube - university-convex-optimization)
  - **Convex Optimization** - DDW8QIRjNONCZifAG-DwNppBKwmHGab)
  - **Convex Optimization - NPTEL**
  - [YouTube - university-convex-optimization)
  - **Convex Optimization** - DDW8QIRjNONCZifAG-DwNppBKwmHGab)
  - **Convex Optimization - NPTEL**
- Discrete, Combinatorial, and Integer Optimization

Programming Languages

Python 6 C++ 3 JavaScript 1 Rust 1

Categories

**Books and Lecture notes** 496 **Video Lectures and Courses** 155 **Solvers, Tools, and Libraries** 29 **Other Resources** 27 Solvers, Tools, and Libraries 4

Sub Categories

Meta-heuristics 319 Operations Research 130 Combinatorial Optimization 50 Discrete, Combinatorial, and Integer Optimization 34 Dynamic Programming and Reinforcement Learning 25 Convex Optimization 17 Solvers 17 Continuous Optimization 15 **Operations Research** 14 **Combinatorial Optimization** 14 Tools and Libraries 12 Stochastic Optimization and Control 12 Optimization Algorithms 11 Code Repositories 11 Events, Societies, and Conferences 8 Communities and Forums 7 Constraint Programming 5 **Solvers** 4 Stochastic Optimization 3 Bayesian Optimization 2 Conferences 1

Keywords

optimization 7 python 4 solver 3 optimization-algorithms 3 mathematical-optimization 2 operations-research 2 reinforcement-learning 2 combinatorial-optimization 2 pytorch 2 implicit-differentiation 1 meta-learning 1 meta-reinforcement-learning 1 meta-rl 1 optimizer 1 constraints 1 mip 1 pulp 1 gym 1 markov-decision-processes 1 ml 1 scip 1 deep-reinforcement-learning 1 supply-chain 1 supply-chain-management 1 convex-optimization 1 cvxpy 1 modeling-language 1 numerical-optimization 1 optimization-modeling 1 artificial-intelligence 1 distributed 1 evolutionary-algorithms 1 evolutionary-computation 1 gpu 1 neural-networks 1 neuroevolution 1 automatic-differentiation 1 bilevel-optimization 1 deep-learning 1 differentiable-optimization 1 differentiable-programming 1 functional-programming 1 ising-model 1 optimization-methods 1 quantum-annealing 1 quasi-quantum-annealing 1 qubo 1 simulated-annealing 1 spin-glass 1 benchmark 1

ecosyste.ms

Data

Tools

Indexes

Applications

Experiments

Awesome

awesome-optimization

Books and Lecture notes

Operations Research

Stochastic Optimization

Other Resources

Code Repositories

Communities and Forums

Conferences

Events, Societies, and Conferences

Solvers, Tools, and Libraries

Solvers

Tools and Libraries

Solvers, Tools, and Libraries

Solvers

Video Lectures and Courses

Constraint Programming

Continuous Optimization

Convex Optimization

Discrete, Combinatorial, and Integer Optimization