Optimization: principles and algorithms, by Michel Bierlaire
Optimization: principles and algorithms

The algorithms presented in the book are coded in GNU Octave, a high-level interpreted language, primarily intended for numerical computations.These codes are provided for illustration only. They are by no means designed to be efficient, and have not been thoroughly tested under all conditions. All the examples have been run on GNU Octave, version 3.8.1. on a MacBook Pro running OS X Yosemite 10.10.2.

The source code is available from the menu "Modules" or "Files". In the "Modules" menu, it is organized into Algorithms, containing the algorithms themselves, Problems to solve, containing various examples of problems to be solved, and Code to run the examples, containing the code that calls a given algorithm to solve a given problem. The files are also grouped by chapters of the book.

The entire set of files can be downloaded from here.

Copyright 2015-2018 Michel Bierlaire