TRAINING

Nonlinear optimization with Artelys Knitro: from theory to practice
— Nonlinear optimization arises in various domains such as energy, economy, finance, machine learning, model predictive control, etc. This training will enable participants to understand and practice the basics and refinements of nonlinear optimization and to model and solve problems efficiently.

COURSE OBJECTIVES

Whichever is your application domain, this training will provide you with an introduction to the field of nonlinear optimization and will teach you how to apply nonlinear modeling techniques to industrial applications using Artelys Knitro.

TARGET AUDIENCE

Scientists and developers interested in modeling and solving nonlinear programs using Artelys Knitro.

INSTRUCTORS

Professional consultants and software developers from Artelys with years of experience in solving large-scale nonlinear problems using Artelys Knitro.

Program

Nonlinear programming (NLP)
• Introduction, presentation of the training.
• Problem statement and optimality conditions.
• Newton method for unconstrained optimization. Globalization techniques.
• Interior-point and active-set methods for constrained optimization.

Solving nonlinear problems with programmatic interfaces
• Presentation, modeling and solving a nonlinear model with Artelys Knitro in Python™.
• Impact of exact versus approximate derivatives. Quasi-Newton method.
• Using Artelys Knitro in R/MATLAB®: a nonlinear least square minimization application.

Solving nonlinear problems with modeling interfaces
• Using Artelys Knitro in AMPL: modeling syntax, automatic differentiation, examples.
• Good practices in nonlinear modeling. Tips and tricks.
• Fine-tuning Artelys Knitro parameters.
• Global optimization using parallel multi-start.

Solving nonlinear models with special features
• Mixed-integer nonlinear programming (MINLP) methods. Practical example.
• Mathematical Programming with Equilibrium Constraints (MPEC). Application to computational economics and game theory.
• Convex non-smooth models.

 

Practical Information

Training cost per person is 1 400 € excluding taxes.
Lunches, coffee breaks and documentation are supplied.

Artelys is a training institution, registered under n°11754066975.

Artelys FRANCE 
81 rue Saint Lazare – 75009 Paris – France
+33 (0)1 44 77 89 00

 

Are you interested in this training ? Register now !

 

 

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