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Optimization with GAMS: Operations Research Bootcamp A-Z (Udemy.com)

Learn Mathematical Optimization and Operation Research, Linear & Non-Linear Programming, Multi-objective Optimization...

Created by: Navid Shirzadi

Last updated August 2024

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What you will learn

  • Basic Concepts and Terms Related to Optimization
  • How to Formulate a Mathematical Problem
  • Linear Programming and Coding LP Problems in GAMS
  • Mixed Integer Linear Programming (MILP) and Coding MILP Problems in GAMS
  • Non-Linear Programming (NLP) and Coding NLP Problems in GAMS
  • Mixed Integer Non-Linear Programming (MINLP) and Coding MINLP Problems in GAMS
  • Multi Objective Optimization
  • Sequential Goal Programming and How to Code a SGP Problem in GAMS

How it compares

Against the other 1,182 rated Udemy courses in IT & Software on CourseDuck:

  • Rating4.7 out of 5higher than 86% of them
  • Reviews217#803 of 1,183 by number of reviews
  • Length8.8 hourslonger than 66% of them
  • Last updatedAugust 2024earlier than 63% of them

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Course Description

The art of decision making and finding the optimal solution to a problem is getting more and more attention in recent years. In this course, you will learn how to deal with various types of mathematical optimization problems as below:


  • Linear Programming (LP)

  • Mixed Integer Linear Programming (MILP)

  • Non-Linear Programming

  • Mixed Integer Non-Linear Programming

  • Multi-Objective Optimization

We start from the beginning that you need to formulate a problem. Therefore, after finishing this course, you will be able to find and formulate decision variables, objective function, constraints and define your parameters. Moreover, you will learn how to develop the model that you formulated in the GAMS environment. Using GAMS, you will learn how to:


  1. Define Sets, Parameters, Scalars, Objective Function & Constraints

  2. Import and read data from an external source (Excel file)

  3. Solve the optimization problem using various solvers such as CPLEX, IPOPT, COUENNE, BONMIN, ...

  4. Create a report from your result in GAMS results

  5. Export your results into an external source (Excel file)

  6. Deal with multi-objective problems and solve them using GAMS solvers

In this course, we solve simple to complex optimization examples from engineering, production management, scheduling, transportation, supply chain, and ... areas.


This course is structured based on 3 examples for each of the main mathematical programming sections. In the first two examples, you will learn how to deal with that type of specific problem. Then you will be asked to challenge yourself by developing the challenge problem into GAMS. However, even the challenge problem will be explained and solved with details.


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Instructor Details

Navid Shirzadi

Welcome! I'm Navid Shirzadi, and I'm thrilled you're here.

I’m an Applied Scientist with a Ph.D. in Engineering and over a decade of experience working with integrated energy systems, optimization, and intelligent control strategies. My background spans mathematical optimization, advanced control, and hybrid modeling techniques that blend physics‑based simulations with modern AI.

I’m deeply experienced in Python, and I build cutting‑edge machine learning, deep learning, and agentic AI models for real‑world applications. My recent work focuses on leveraging agentic AI workflows and LLM‑powered tools to automate and enhance building energy modeling, EnergyPlus pipelines, and large‑scale simulation tasks.

Throughout my career, I’ve published research on intelligent control strategies for energy systems and developed AI‑driven methods that improve efficiency, reliability, and decision‑making. My passion lies in teaching these concepts in a clear, practical, and intuitive way, helping learners build skills they can immediately apply in engineering, data science, and AI‑driven modeling.

I’m excited to share my knowledge and help you grow your expertise in AI, optimization, and energy systems.

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Reviews

4.7

217 ratings on Udemy

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By Vanessa Maria Carvalho Siqueira on 6/2/2024

I liked so much this course! I got to understand the means commands to use the Gams, I needed this because my master's degree. I didn't have class about gams , something I lerned myself , this course help a lot! My native language is portuguese but I undestand perfectly !! thank you teacher!!

By Samet Sönmez on 11/12/2023

This course really helped me to understand the algorithms behind the developing a mathematical models and their codes in GAMS environment. I'd like to thank Mr. Shirzadi for their precious effort on this course. I can advice this course to anyone who'd like to learn mathematical optimization easily.

By Md Shamsul Alam on 3/7/2023

It is very good and really helpful for me as well others who are struggling. Do you have any course on Stochastic Optimization solving with GAMS please send link to : shamsmd68@gmail.com

By Marco Augusto Miranda Ackerman on 11/17/2022

I have not taken the course yet. NO RATING YET.

By Ali Azizi on 8/28/2022

It was one of the best learning courses in the Gams software. I needed the topic of multi-objective optimization and its coding method, and after seeing this tutorial, I was able to easily apply it in my research. I wish Dr. Shirzadi taught other multi-objective optimization methods like LP metric, Ε-Constraint, and so on.

By m Moghadam on 8/26/2022

First of all I am really excited to start this course and since I have conducted research in related fields; therefore, I suppose participating in this curriculum can perfectly boost my knowledge and I encourage everyone to take it.

By Marta Tarruella on 6/3/2022

I came thinking we would learn more about control flows, loops etc. and it was only covered in a 10min video without examples... Too many examples using the same methodology and too little tricks showed

By Alireza Akbari on 2/8/2022

I am a master student at the University of Padova(Italy), this course would definitely help me to boost my knowledge in the world of optimization which is connected to my major directly.

By Mohammadhossein Nezhadhaghighi on 2/8/2022

This course was utterly useful for me. Although my field is Actuarial Science, I haven't had any knowledge in it yet. to me, this course was the fastest way to learn the theory and practice of optimization with implementation on GAMS.

By Narmin Ariannia on 2/6/2022

The instructor is incredible. The teaching style is also excellent and makes you interested. The concepts are explained fluently. I learned a lot from this course. Thanks, Udemy and Mr.Shirzadi!

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Overall Score : 94 / 100