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Implementation of Large-scale Math Optimization Models


Implementation of Large-scale Math Optimization Models 

Getting Started

This is the only course that teaches you the FICO Xpress Optimization software and the language MOSEL, which is a mathematical modelling ...

What you'll learn

  • Easily & quickly develop an optimization model from scratch.
  • FICO Xpress is the software you will learn. You do not need software engineering background.
  • Download, install and use the software without expiration date and for free.
  • In less than 2 hours, you will have a very good grasp of the software & you can build your own models


  • There is no requirement. FICO Xpress is maybe the simplest way to write code for mathematical optimization.


This is the only course that teaches you the FICO Xpress Optimization software and the language MOSEL, which is a mathematical modelling language such as GAMS, AMPL, AIMMS etc.

FICO Xpress optimization does really well with really large optimization models, such as the ones in the airplane industry or in finance.

You can describe a problem that has a best solution. The description of the problem is through mathematical equations, which are really easy to write in the environment of FICO Xpress.

For example, assume that you have $ 100,000 and you want to invest this money in 5 stocks.  So you take a piece of paper and you write some mathematical equations.  You say that X1 , X2 , X3 , X4 , X5 are 'variables' that represent the amount of money that you will invest in each of the 5 stocks. So the first inequalities are that:  X1 >=0  ,  X2 >=0  ,  X3 >=0   , X4 >=0  ,  X5 >=0.   Because the amount of money cannot be negative.

The second inequality is that X1  + X2 + X3  +  X4  + X5  <=  100,000   , which means that you can invest up to $100,000.

And the objective is to find the value that X1, X2, X3, X4, X5 must have , i.e. how much to invest in each stock, so that you get the maximum return.

You can describe all these in a very easy and quick way in FICO Xpress.

Imagine that you have many many more equations and inequalities. 

So when we have really large optimization problems it is better to write these equations using software such as the one I am teaching in this course. Then we simply press a button and the software after some time (e.g. 5 minutes, 10 minutes, 10 seconds) depending on how large the problem is, will find for us the  best solution.

There are many 'modelling languages'. The one I am teaching is one of them, and I find it very easy to learn, and this is why I am teaching it here. You can find other such software including GAMS, and MATLAB. I would recommend to test them all and see which one you prefer. The best is to have an idea about all of them. Because this will give you an edge at workplace.

If you know how to develop optimization models (i.e. to write the code) you will benefit a lot. For example, this skill finds application in finance in terms of identifying the optimal investment portfolio. Platforms such as Nutmeg run 'optimization models' because they try to find the optimal allocation of the stocks and bonds for you to maximize your profit. It finds application in machine learning and in artificial intelligence. Because machine learning is all about making optimal predictions. See the word 'optimal' here. It finds application in business, in terms of identifying the best decision i.e. the one that will maximize profits.

So, by purchasing  this course, you get

------life-long access to the course and to the Q & A section. You can also contact me in private for any inquiries, and suggestions for collaboration.

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