[raidicy]

Slightly off topic but does anybody have any resources for learning linear programming for business applications?

[cashsterling]

I'd recommend getting the 9th or 10th edition of Introduction to Operations Research by Hillier and Lieberman. 9th: https://www.amazon.com/dp/0077298349 You can search for the 10th edition. Both are available used for less than 50 USD in good condition. The book covers a lot more than linear programming. A solution manual for both editions can be found on the internet.

A good "free-pdf" optimization book, to support the above is, Algorithms for Optimization by Kochenderfer & Wheeler ( https://algorithmsbook.com/optimization/ ). It has a chapter on constrained linear optimization with Julia code and is a good secondary resource. Kochenderfer, Wheeler, and colleagues also have two other free optimization books that are a little more advanced. It is exceptionally cool that they make the high quality PDF freely available; more authors in the technical space are making their books freely available as pdf and I applaud them for it.

[bookofjoe]

10th edition free here: https://s23.middlebury.edu/MATH0318A/Hillier10th.pdf

[kristopolous]

What do people on here use this stuff for? Are you building out large IT infrastructures? Sorry, this is all very new stuff to me.

[armanboyaci]

I recommend this blog: https://yetanothermathprogrammingconsultant.blogspot.com/?m=...

Not all posts are business related but you can learn many practical tricks hard to find in books.

[pjot]

GAMS is such a wild language/environment.

I don’t know of anything better, but I’m currently reliving nightmares from my Masters

[tomas789]

I add my +1 to this. I often come across this blog posts while working as a OR professional.

[nickpeterson]

I really wish I could find solid websites/blogs/resources for operations research, mathematical planning, linear programming, etc aimed at regular software engineers. I feel like a lot of the really crazy parts of codebases often derive from inexperience with these kinds of tools.

[polivier]

I write blog posts about constraint programming from time to time. I always include a step-by-step description of the model, which makes it fairly easy to understand. Hopefully this can be of help for you: https://pedtsr.ca

[colelyman]

Have you seen http://www.hakank.org/ ? Mostly about constraint programming, but definitely in the realm of operations research.

[loehnsberg]

Largest applications may well be in power systems (economic dispatch, unit commitment), material requirements planning, transportation networks, but linear programming can also be used to fit functions, think constrained regression with L1 loss.

[cschmidt]

The "Model Building in Mathematical Programming" book by Williams is unique in that it talks about how to formulate LP and MILP problems, rather than focusing on the algorithm side of how the simplex algorithm works. That's nice to know, but not really necessary. You really need to get some intuition on thinking about objectives and constraints.

https://www.wiley.com/en-us/Model+Building+in+Mathematical+P...

[chris_nielsen]

Applied Mathematical Programming https://web.mit.edu/15.053/www/AMP.htm

[l33t7332273]

I second this blog. The comparison of (10 different!) MIP modeling techniques for piecewise linear functions is more complete than any I’ve seen.

[jeffbee]

You could just grab or-tools and work through their example problems, then extend it to something in your area of interest. The Python APIs are easy to experiment with.

[nuclearnice3]

If you can get your hands on informs publications.

https://www.informs.org/Publications

[taeric]

https://a.co/d/cpmi8dO was a fun book to me.

[eh_why_not]

Can we post clean and direct links to resources here, instead of those obscure links with hidden tracking?

[currymj]

the Mosek Modeling Cookbook is really good for seeing the "tricks" of how to reformulate things as convex programs.

https://docs.mosek.com/modeling-cookbook/index.html

Not for total beginners though but great 201 level resource.

[ant6n]

Isnt this something that could be useful for consulting? I’ve occasionally considered trying to help businesses model MILPs to help solve their problems, but its so specialist that finding good matches is like the actual problem. I wonder how specialists like milp experts find clients.

[wodenokoto]

We needed to get a project based off of ORTools, that some consultants had left us, working and expanded.

After mocking about for a while getting nowhere, we took the optimization course on coursera from Melbourne University and were quite happy with how it helped us move along.