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I want some resources (tutorials, online courses, lecture notes, articles, books, etc.) to learn the different techniques to solve OR problems (metaheuristics, CP, MILP, etc).

It would be better if the resources are practice-oriented, as near as possible to what is actually used in the industry.

Edit: In order to make this question less broad, my background is an MS in applied mathematics with some theoretic-oriented courses in OR. For example, we had some lectures on metaheuristics but we didn't implement any of them. Where can I find some source code or some tutorials that have an open-source code? Same for some techniques used to solve MILP, branch and bound, cutting planes, decomposition methods etc.

The bottom-line : I want to see some codes or some practical insights on using those techniques.

Edit 2 : I am looking for is some small pieces of code that help reproduce methods described in papers rather than entire libraries/ general softwares.

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    $\begingroup$ Welcome @Cloud to this site. This is a very broad question and you cannot expect a different answer other than a reference to a very introductory book. It would help if you could narrow down, maybe to a specific application, and/or give us a little bit more on your background, discipline, etc. Thanks! $\endgroup$
    – Marco Lübbecke
    Jul 10, 2019 at 14:04
  • $\begingroup$ Hi @MarcoLübbecke, I edited my post. Is that better ? $\endgroup$
    – Cloud
    Jul 10, 2019 at 14:13
  • $\begingroup$ Check this question Are there reusable formulations/heuristics shared with the community?. You may find some of the repos useful. $\endgroup$
    – EhsanK ♦
    Jul 10, 2019 at 14:47
  • $\begingroup$ @EhsanK Thanks, what I am looking for is some small pieces of code that help reproduce methods described in papers rather than entire libraries/ general softwares. $\endgroup$
    – Cloud
    Jul 10, 2019 at 15:04
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    $\begingroup$ It corresponds exactly to what I am looking for. Thanks :) :) $\endgroup$
    – Cloud
    Jul 10, 2019 at 15:43

4 Answers 4

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You should take a look at a series of three courses at coursera :

Basic Modeling for Discrete Optimization

Solving Algorithms for Discrete Optimization

Advanced Modeling for Discrete Optimization

They use MiniZinc as modeling language.

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I really liked the "Discrete Optimization" course at coursera - not sure if they still run it.

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I'm bringing my comment here:

In case you are looking for some code to see how these types of problems are implemented, check out this repo. I created a small production planning example for the sake of tutorial and solved it by 2 commercial solvers (Gurobi and CPLEX) and PuLP as the open-source package. I used a simple script and then a more robust (for lack of a better word) object-oriented approach. There is no specific method or heuristic implementation in there, it's just pure coding of a MIP model, but you may find it useful or a good place to start.

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For a basic introduction to OR, you can take a look at the open course on Caseine. There is many exercises, some that make you use CPLEX.

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