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RobertHildebrand committed Feb 16, 2024
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Binary file modified Intro-Math-Programming/baseText/LinearProgramming.pdf
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3 changes: 2 additions & 1 deletion Intro-Math-Programming/baseText/MINLP.idx
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\indexentry{Boolean Quadric Polytope|hyperpage}{27}
\indexentry{Boolean Quadric Polytope|hyperpage}{118}
\indexentry{Boolean Quadric Polytope|hyperpage}{164}
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168 changes: 134 additions & 34 deletions Intro-Math-Programming/baseText/MINLP.tex
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\input{foundationsAppliedMathematicsLabs/command}
\input{optimization/preamble}
\input{optimization/preamble0}
\input{optimization/preamble0-biblatex}
\input{MINLP/preamble0-biblatex}
\input{preamble-jupyter.tex}

\newcommand{\newslide}{}

\usepackage{pdfpages}

\usepackage{booktabs}

\graphicspath{ {./images/}{images/}{optimization/multi-objective/images/}{OR-Book-Vorwerk/images/ }}
\graphicspath{ {./images/}{images/}{optimization/multi-objective/images/}{OR-Book-Vorwerk/images/ }{./MINLP/dey-images/}{dey-images/}}
% For the font
\usepackage{mathptmx}
%\usepackage{roboto} %%for Lyryx Icon font
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\makeindex


\input{optimization/title}
\input{optimization/title-MINLP}
\input{lineqlpbook/linearProgrammingPreamble}

\graphicspath{{aFirstCourseLinearAlgebra/},{lineqlpbook/},{optimization/figures/figures-static/},{Christopher_Griffin_Penn_State_University/},{OR-Book-Vorwerk/images/}}
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% OR Book Vorwerk
% \usepackage[export]{adjustbox}



%

\begin{document}
\input{optimization/LP-front-matter.tex}
\input{preface.tex}
\input{optimization/MINLP-front-matter.tex}
\input{preface-MINLP.tex}

% Revision
%\input{revision-history.tex}
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}

\chapter*{Introduction}
\input{letters-instructors-students}
\input{letters-instructors-students-minlp}
\input{how-to-use}
\input{outline}
%\input{outline}

\todo[inline]{Change hyperlink for website. make them just blue - brighter than headings.}

\input{optimization/resources_and_notation.tex}
\part{Introduction}
\input{optimization/introduction}
\input{optimization/introductionNotation}
\input{optimization/mathematicalProgramming}





%%%%%%%%%%%%%%%
%% Comment definition to remove part 1
\part{Linear Programming}
%\part{Linear Programming}

%\input{optimization/fractional-knapsack}

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\fi
%%%%%%%%%%%%

\input{MINLP/MINLP-background}

\input{MINLP/MINLP-applications}
\input{MINLP/MINLP-applications-distance-geometry}
\input{MINLP/MINLP-applications-oflp}
\input{MINLP/MINLP-applications-acopf}
\input{MINLP/MINLP-multi-player-nash}
\input{MINLP/MINLP-applications-pricing}
\printbibliography[heading=subbibliography]


\input{MINLP/MINLP-software}


%%%%%%%%%%%%
\part{MINLP Theory and Algorithms}
%%%%%%%%%%%%

%\input{MINLP/MINLP-dey}
\input{MINLP/MINLP-applications-acopf}
\newslide
\input{MINLP/MINLP-applications-distance-geometry}
\newslide
\input{MINLP/MINLP-applications-oflp}
\newslide
\input{MINLP/MINLP-multi-player-nash}
\newslide
\begin{itemize}
\item Knapsack with S shaped Objectives
\item Chemical Engineering
\item Feasibility in combinatorial optimization
\end{itemize}

\newslide
\input{MINLP/MINLP-dey}
\newslide
\input{MINLP/MINLP-convex-envelopes}

\input{MINLP/MINLP-QCQP}

\input{MINLP/MINLP-dey-qcqp}

\input{MINLP/MINLP-dey-qcqp-nice-structures}


\input{MINLP/MINLP-theory-algorithms.tex}

\input{MINLP/MINLP-convexification-on-off.tex}

\input{MINLP/MINLP-convex-quadratic-reformulation}

\chapter{Convex Quadratic Reformulation}

See first paper with Joey for references.
\part{Working Material to be added}
\chapter{Other things...}
\input{MINLP/MINLP-convexification.tex}

\input{MINLP/MINLP-convexification-fractional}

\input{MINLP/MINLP-binary-polynomial-opt}

\input{MINLP/MINLP-hierarchies.tex}


\chapter{MINLP}

\section{MINLP and Global Optimization}
\input{optimization/MINLP.tex}
\section{Polynomial Optimization}
\input{optimization/poly-opt.tex}

\section{Algebraic and Geometric Ideas}
\input{optimization/algebraicideas.tex}
\input{MINLP/MINLP-benders}




\input{MINLP/MINLP-norm-composition}






\input{MINLP/MINLP-polynomial-optimization}

\input{MINLP/MINLP-algebraicideas.tex}

\input{MINLP/MINLP-complexity}

\input{MINLP/MINLP-QCQP-Exactness}

\input{MINLP/MINLP-pwl}


\input{MINLP/MINLP-decision-diagrams}

\input{MINLP/MINLP-sequential-quadratic-programming}



\chapter{Possible Projects}
\section{List}


\chapter{(Some) Topics Not covered}

\begin{itemize}
\item (Spatial) Branch and Bound approaches
\item Interior Point Methods (IPOPT and Knitro)
\item Heuristics, Feasibility Pumps
\item Algebraic Methods such as Cylindrical Algebraic Decomposition
\item Submodular Minimization / Maximization
\end{itemize}
%%%%%%%%%%%%%%%
%% Comment definition to remove appendix
\def\partAppendix{Show Appendix}
%\def\partAppendix{Show Appendix}
\ifdefined\partAppendix
%%%%%%%%%%%%%%%%


\appendix
\chapter{Linear Algebra}
\todoChapter{ Decide which material to add here.}

\section{Contributors}
%\input aFirstCourseLinearAlgebra/content/preface.tex
% Lyryx with Open Texts
\input aFirstCourseLinearAlgebra/frontmatter/LyryxOpenTexts.tex
\cleardoublepage

% License
\input aFirstCourseLinearAlgebra/frontmatter/license.tex
\input contributors-foundations.tex
\cleardoublepage

\input contributors-graph-theory.tex
%\appendix
%\chapter{Linear Algebra}
%\todoChapter{ Decide which material to add here.}
%
%\section{Contributors}
% %\input aFirstCourseLinearAlgebra/content/preface.tex
%% Lyryx with Open Texts
% \input aFirstCourseLinearAlgebra/frontmatter/LyryxOpenTexts.tex
% \cleardoublepage
%
%% License
% \input aFirstCourseLinearAlgebra/frontmatter/license.tex
% \input contributors-foundations.tex
% \cleardoublepage
%
%\input contributors-graph-theory.tex


%\includepdf[page={1-},scale=0.75]{optimization/chapter_graphtheory.pdf}
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\indexentry{Cutting Planes|hyperpage}{431}
\indexentry{extension complexity|hyperpage}{460}
\indexentry{Benders Decomposition|hyperpage}{461}
\indexentry{skew lines|hyperpage}{502}
\indexentry{hyper-planes|hyperpage}{502}
\indexentry{system of equations|hyperpage}{503}
\indexentry{scalar|hyperpage}{503}
\indexentry{system of equations!homogeneous|hyperpage}{504}
\indexentry{system of equations!solution set|hyperpage}{504}
\indexentry{consistent system|hyperpage}{504}
\indexentry{inconsistent system|hyperpage}{504}
\indexentry{elementary operations|hyperpage}{505}
\indexentry{back substitution|hyperpage}{508}
\indexentry{matrix!augmented matrix|hyperpage}{508}
\indexentry{matrix|hyperpage}{508}
\indexentry{matrix!dimension|hyperpage}{508}
\indexentry{matrix!coefficient matrix|hyperpage}{508}
\indexentry{matrix!augmented matrix|hyperpage}{510}
\indexentry{row operations|hyperpage}{510}
\indexentry{elementary row operations|hyperpage}{510}
\indexentry{leading entry|hyperpage}{511}
\indexentry{\ef|hyperpage}{511}
\indexentry{\rref|hyperpage}{511}
\indexentry{pivot position|hyperpage}{513}
\indexentry{pivot column|hyperpage}{513}
\indexentry{\rref!algorithm|hyperpage}{514}
\indexentry{parameter|hyperpage}{518}
\indexentry{Gaussian Elimination|hyperpage}{519}
\indexentry{Gauss-Jordan Elimination|hyperpage}{519}
\indexentry{variable!basic|hyperpage}{520}
\indexentry{variable!free|hyperpage}{520}
\indexentry{matrix!equivalent|hyperpage}{522}
\indexentry{trivial solution|hyperpage}{522}
\indexentry{nontrivial solution|hyperpage}{522}
\indexentry{basic solution|hyperpage}{524}
\indexentry{linear combination|hyperpage}{525}
\indexentry{matrix!rank|hyperpage}{525}
\indexentry{matrix|hyperpage}{529}
\indexentry{matrix!square|hyperpage}{530}
\indexentry{matrix!entries of a matrix|hyperpage}{530}
\indexentry{matrix!components of a matrix|hyperpage}{530}
\indexentry{zero matrix|hyperpage}{530}
\indexentry{matrix!equality|hyperpage}{530}
\indexentry{matrix!addition|hyperpage}{531}
\indexentry{matrix!properties of addition|hyperpage}{532}
\indexentry{matrix!scalar multiplication|hyperpage}{533}
\indexentry{matrix!properties of scalar multiplication|hyperpage}{534}
\indexentry{vectors|hyperpage}{534}
\indexentry{vectors!column|hyperpage}{534}
\indexentry{vectors!row vector|hyperpage}{534}
\indexentry{system of equations!vector form|hyperpage}{535}
\indexentry{matrix multiplication!vectors|hyperpage}{536}
\indexentry{system of equations!matrix form|hyperpage}{537}
\indexentry{matrix form AX=B|hyperpage}{537}
\indexentry{matrix!conformable|hyperpage}{538}
\indexentry{matrix multiplication|hyperpage}{538}
\indexentry{matrix multiplication! ijth entry|hyperpage}{542}
\indexentry{matrix!commutative|hyperpage}{544}
\indexentry{matrix multiplication!properties|hyperpage}{544}
\indexentry{matrix!transpose|hyperpage}{545}
\indexentry{matrix!properties of transpose|hyperpage}{545}
\indexentry{matrix!symmetric|hyperpage}{546}
\indexentry{matrix!skew symmetric|hyperpage}{546}
\indexentry{matrix!identity|hyperpage}{547}
\indexentry{Kronecker symbol|hyperpage}{547}
\indexentry{matrix!inverse|hyperpage}{547}
\indexentry{matrix!invertible|hyperpage}{547}
\indexentry{matrix!finding the inverse|hyperpage}{550}
\indexentry{determinant|hyperpage}{555}
\indexentry{determinant!minor|hyperpage}{556}
\indexentry{determinant!cofactor|hyperpage}{557}
\indexentry{determinant!expanding along row or column|hyperpage}{558}
\indexentry{Laplace expansion|hyperpage}{558}
\indexentry{Cofactor Expansion|hyperpage}{558}
\indexentry{matrix!upper triangular|hyperpage}{561}
\indexentry{matrix!lower triangular|hyperpage}{561}
\indexentry{main diagonal|hyperpage}{561}
\indexentry{Cramer's rule|hyperpage}{563}
\indexentry{position vector|hyperpage}{568}
\indexentry{vector!points and vectors|hyperpage}{568}
\indexentry{vector!components|hyperpage}{569}
\indexentry{vector|hyperpage}{569}
\indexentry{vector!addition, geometric meaning|hyperpage}{569}
\indexentry{vector!addition|hyperpage}{570}
\indexentry{zero vector|hyperpage}{571}
\indexentry{vector!subtraction|hyperpage}{571}
\indexentry{vector!scalar multiplication|hyperpage}{572}
\indexentry{scalars|hyperpage}{572}
\indexentry{linear combination|hyperpage}{572}
\indexentry{distance formula|hyperpage}{577}
\indexentry{distance formula!properties|hyperpage}{578}
\indexentry{vector!length|hyperpage}{579}
\indexentry{unit vector|hyperpage}{579}
\indexentry{vector!corresponding unit vector|hyperpage}{579}
\indexentry{dot product|hyperpage}{582}
\indexentry{scalar product|hyperpage}{582}
\indexentry{inner product|hyperpage}{582}
\indexentry{dot product!properties|hyperpage}{583}
\indexentry{Cauchy Schwarz inequality|hyperpage}{584}
\indexentry{triangle inequality|hyperpage}{584}
\indexentry{included angle|hyperpage}{585}
\indexentry{vector!perpendicular|hyperpage}{587}
\indexentry{vector!orthogonal|hyperpage}{587}
\indexentry{vector!perpendicular|hyperpage}{587}
\indexentry{eigenvalue|hyperpage}{591}
\indexentry{eigenvector|hyperpage}{591}
\indexentry{spectrum|hyperpage}{591}
\indexentry{characteristic equation|hyperpage}{591}
\indexentry{multiplicity|hyperpage}{592}
\indexentry{eigenvalues!calculating|hyperpage}{592}
\indexentry{eigenvectors!calculating|hyperpage}{592}
\indexentry{PSD|hyperpage}{600}
\indexentry{Positive semidefinite|hyperpage}{600}
\indexentry{set notation|hyperpage}{609}
\indexentry{$\cup $|hyperpage}{609}
\indexentry{$\cap $|hyperpage}{609}
\indexentry{union|hyperpage}{609}
\indexentry{intersection|hyperpage}{609}
\indexentry{$\setminus$|hyperpage}{609}
\indexentry{empty set|hyperpage}{610}
\indexentry{intervals!notation|hyperpage}{610}
\indexentry{summation notation|hyperpage}{611}
\indexentry{well ordered|hyperpage}{612}
\indexentry{mathematical induction|hyperpage}{612}
\indexentry{mathematical induction|hyperpage}{612}
\indexentry{mathematical induction|hyperpage}{612}
\indexentry{base case|hyperpage}{612}
\indexentry{induction hypothesis|hyperpage}{612}
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\section*{Letter to instructors}
\todo[inline]{Fill in letter to professors and how to use the book}
This is an advanced book on Mixed Integer Nonlinear Programming. We do not claim thing that things are well cited or that this material should distributed freely. This material is designed soley for this course on MINLP as lecture notes.

\section*{Letter to students}

These are developing lectures notes. Please take them as such. You are welcome and ecouraged to contribute edits, comments, sections, and code to this book.

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