MVE165/MMG630, Applied Optimization (7.5 hec), spring 2010

This page is created as a student support for the course MVE165/MMG630, Applied optimization. The page will contain course information, schedules, and exercise and assignment information. Lecture notes will be posted prior to the respective lectures.

Course literature 2010:

• English literature:
  • Optimization by J. Lundgren, M. Rönnqvist, and P. Värbrand, published by Studentlitteratur, 2010.
  • Optimization. Exercises by M. Henningsson, J. Lundgren, M. Rönnqvist, and P. Värbrand, published by Studentlitteratur, 2010.
• Swedish literature:
  • Optimeringslära by J. Lundgren, M. Rönnqvist, and P. Värbrand, published by Studentlitteratur, 2008.
  • Optimeringslära. Övningsbok by M. Henningsson, J. Lundgren, M. Rönnqvist, and P. Värbrand, published by Studentlitteratur, 2008.

Links to more courses in Optimization at Chalmers and University of Gothenburg.

Staff

• Examiner and lecturer: Docent Ann-Brith Strömberg
• Guest lecturers: Prof. Michael Patriksson (Mathematical Sciences, Chalmers and GU), Lic.Eng. Elin Svensson (Energy and Environment, Chalmers), and M.Sc. Caroline Olsson (Radiation Physics, GU).

Exercises

• Exercise 1 - Linear programming (Posted 100317)
• Exercise information
• AMPL-files (LP1): lp1.mod, lp1.dat, lp1.run
• Recommended netlib examples
• The whole netlib repository
• Information about the NETLIB test problems


• Exercise 2 - Non-linear programming (Posted 100426)
• Exercise information
• Matlab-GUI for nonlinear programming: nlplab09.zip
• Test set of quadratic programs: qpset.zip
• Oral examination: Tuesday 27:th of April at 16--18, or Tuesday 4:th, Thursday 6:th, or Tuesday 11:th of May at 16--19 in room MV:F25.
• Deadline for examination: Wednesday 12 May at 17.00

Assignments

• Assignment 1 - Application to energy system modelling (Posted 100325, updated 100407)
• Assignment information
• In question 2b, it seems like reducing the oil reserves by 50% results in an infeasible problem. Include the following steps:
  
  1. Find out how much you these reserves can be reduced while staying feasible.
  2. Try to find out and discuss how the global energy system would react on an infeasible scenario and how this could be incorporated in the mathematical model.
• The parameter "limits" in the file "resurs-data-2010-100331.dat" should be corrected to:
  param limits: ind res elec transp :=
  coal 0.6 0.5 1 1
  solar 1 0.5 0.5 1
  bio 0.5 1 1 1
  oil 1 1 1 1.3
  solar_H2 1 1 1 1
  nuc 1 1 0.2 1
  elec 1 1 1 0.5 ;
  
• AMPL-files: resurs-modell.mod, resurs-data-2010-100331.dat, resurs.run
• The data in the file resurs-data-2010-100331.dat should now be the correct ones. This is the file that should be used for the assignment.
  (Those of you who have started doing the assignment using the file resurs-data-2000.dat you should also complete it using this file.)
  Also, note that the constraint emis_UB shall not always be commented away!
• In your report: indicate clearly which data file you have used .
• Deadline for handing in report: Friday 16 April 2010 at 17.00 (electronically)
• A note on optimization with discounted costs


• Assignment 2 - Application to maintenance planning
• Assignment information
• AMPL-files: uh.run, uh-stor.mod, uh-stor.dat, uh-small.mod, uh-small.dat, cgcut.mod
• Deadline for handing in report: Monday 26 April 2010 at 17.00 (electronically)
  Your report will then be assigned to another group of students for the opposition; therefore this deadline is particularly important.
• Deadline for handing in opposition report: Monday 3 May 2010 at 17.00 (electronically)


• Assignment 3a - Application to radiation therapy
• Assignment information
• Matlab-files: imrtdata_hn.mat, pltdvh.m
• Deadline for handing in report: Friday 14 May 2010 at 17.00 (electronically)
• Oral presentation: Tuesday 18 May 2010


• Assignment 3b - Application to investments in process integration
• Assignment information
• Reference article
• AMPL-files: invest.run, invest.mod, invest.dat
• Deadline for handing in report: Monday 17 May 2010 at 17.00 (electronically)
• Oral presentation: Thursday 20 and Friday 21 May 2010

On the oral examination for higher grades

• Students aiming at grade 4, 5, or VG must pass an oral examination.
• Note that, to be allowed to do the oral exam, the written reports and opposition as well as the oral presentation must be of high quality!
• The oral exam will cover the theoretical material in the course, as defined in the course plan for the book by Lundgren et al. including the supplementary material (from Rardin and Kall & Wallace). The emphasis on the different subjects is mainly defined by the notes from the lecture series of theoretical material.
• The oral exam is organized as follows:
  1. The student receives 5-6 exercises and may study these for 1/2 hour in a separate room
  2. The oral examination will then take place for 1/2 hour
• The oral exams will be given during week 21 (24-28 May)

Lecture notes

• Lecture 1 (updated 18/3) (16 March)
• Lecture 2 (18 March)
• Lecture 3 (19 March)

• Lecture 4 (23 March)
• Lecture 5 (25 March)
• Lecture 6 (26 March) Energy system modelling

• Lecture 7 (13 April)
• Lecture 8 (updated 15/4) (15 April)
• Lecture 9 (16 April) Maintenance planning optimization

• Lecture 10 (20 April)
• Lecture 11 (updated 22/4) (22 April)
• Lecture 12 (23 April)

• Lecture 13 (updated 29/4) (27 April)
• Lecture 14 (29 April)
  Literature: From Rardin (handouts, can be found outside office MV:L2087) and Kall-Wallace (downloads, link in the lecture notes)

• Lecture 15 (4 May) Application to intensity-modulated radiation therapy (IMRT)
• Lecture 16 (6 May) Planning of energy efficiency investments in a pulp mill
• Lecture 17 (7 May)

• Lecture 18 (11 May)

• Lecture 19 (18 May)
• Lecture 20 (20 May)
• Lecture 21 (21 May)