MVE165 Applied Optimization
MVE165, Applied Optimization (7.5 hec), lp4, spring 2008
This page is created as a student support for the course MVE165, Applied
optimization.
The page contains (or will contain) course programs, schedules, and exercise
and assignment information.
Links to more courses in Optimization at Chalmers and University of
Gothenburg.
Staff
Course information (posted 12 March 2008)

!!!!
Observe that an extra lecture (Friday 23 May, 1012) is inserted in the
schedule (this lecture is not (yet) visible in the timeedit schedule).
The lecture on Thursday 22 May may be omitted.

Course information PDF,
PS.
Oral examination for grades 4 and 5
The oral examinations will take place on 26, 29, and 30 May.
Reading instructions.
Course evaluation
The course evaluation form is found
here.
Please, hand in no later than Friday 30 May 2008.
Exercises
 Exercise 1  Linear programming
 Exercise 2  Nonlinear programming
 Exercise information: PDF
 MatlabGUI for nonlinear programming:
nlp_2008.zip
 Test set of quadratic programs:
qpset.zip
 Oral examination: Tuesday 6 May, 1719 in room MV:F25
 Deadline for examination: Friday 9 May
Assignments
 Assignment 1  Application to resource theory (posted 9 April 2008)
 Assignment 2  Application to maintenance planning
 Assignment information:
PDF
 AMPLfiles:
uhsmall.mod,
uhsmall.dat,
uh.run,
cgcut.mod,
uhlarger.mod,
uhlarger.dat,
prolong.dat
 Deadline for handing in report
(email as pdf to: anstr ( at ) chalmers.se):
Monday 28 April.
Your report will then be assigned to another group of students for opposition. Therefore this deadline is particularly important.
 Deadline for handing in opposition report: Monday 5 May
 Assignment 3a  Application to digital filter design
 The assignment information is included in the notes of
Lecture 13 below
 A file with a noisy sound:
noisysound.wav
 Matlab commands to compare with your filtered sound:
soundfix.m.
 Deadline for handing in report: Friday 16 May
 Oral presentations of the project:
Tuesday 20 May, 13.1515.00, when presence is
compulsory for all students in the course
 Assignment 3b  Application to radiation therapy
 Assignment information: PDF
 Matlabfiles:
imrtdata_hn.mat,
plotlocations.m,
pltdvh.m
 Deadline for handing in report: Friday 16 May
 Oral presentations of the project:
Friday 23 May, 10.0011.45, when presence is
compulsory for all students in the course
Lecture notes
Week 14
 Lecture 1 (1 April):
PDF [regular format],
PDF4 [four pages on one]
 Lecture 2 (3 April):
PDF [regular format]
 Lecture 3 (4 April):
PDF [regular format]
Week 15
 Lecture 4 (8 April):
PDF
 Lecture 5 (10 April):
PDF [regular format],
PDF4 [four pages on one]
Recommended exercises (Taha):
Problem set 5.1A: 1,2,4,8,13a; Problem set 5.2A: 3,8a;
Problem set 5.3A: 1(a) (in case of ties, test different possibilities!);
Problem set 5.3C: 2; Problem set 5.4A: 2,5,(6,7).
 Lecture 6 (11 April):
PDF [regular format],
PDF4
[four pages on one]
Recommended exercises (Taha):
Problem set 6.1A: 1,3; Problem set 6.2A: 1,2,6; Problem set 6.3A: 1;
Problem set 6.3B: 2; Problem set 6.4A: 1; Problem set 6.4B: 3,4,9;
Problem set 6.4C: 2 (model only).
Week 16
 Lecture 7 (15 April):
PDF4
[four pages on one]
Recommended exercises (Taha):
Problem set 9.1A: 1,2,3,6,7,12 (models only);
Problem set 9.2B: 1,2,8,9 (models only);
Problem set 9.1C: 1c, 3,6,9,10 (models only);
Problem set 9.1D: 1,4,5,6 (models only), 2 (model+graphical solution).
We strongly recommend that you solve a few of these models using AMPL or
Matlab!
 Lecture 8 (17 April):
PDF4
[four pages on one]
Recommended exercises (Taha): Problem set 9.2A: 1, 2, 5, 6;
Problem set 9.3A: 1, 2; Problem set 9.3B: 1a,c; Problem set 9.3C: 1, 2;
Problem set 9.3D: 1.
 Lecture 9 (18 April):
Application to maintenance planning PDF6 [six pages on one],
Mathematics of maintenance planning PDF4 [four pages on one]
Week 17
 Lecture 10 (22 April):
PDF4 [four pages on one]
Recommended exercises (Taha): Problem set 18.1A: 1 (find all stationary
points), 2; Problem set 19.1A: 2; Problem set 19.1B: 1, 2 (also perform a
couple of iterations with Newtons method and compare)
 Lecture 11 (25 April):
PDF4 [four pages on one]
Recommended exercises (Taha): Problem set 18.2D: 15
Week 18
 Lecture 12 (29 April):
PDF4 [four pages on one]
Recommended exercises (Taha): Problem set 19.2B: 12, Problem set 19.2D: 1 (use the FrankWolfe method)
Week 19
Links

Simplex method: A simple Java applet for the simplex method

Trick: Michael Trick's OR page

NEOS: NEOS server page