MVE165/MMG630 Applied Optimization

MVE165/MMG630, Applied Optimization (7.5 hec), spring 2011

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 2011:

The course book is available in both Swedish and English and sold by Cremona. Complementary material will be handed out during the course.

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.

Course schedule:

The first lecture in the course is on Monday 21 March 2011 at 13.15-15.00 in room FL61.
The complete time schedule is found at TimeEdit, Applied Optimization 2011.

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

Staff

Examiner and lecturer: Docent Ann-Brith Strömberg
Course assistant: Emil Gustafsson
Guest lecturers: Assist.Prof. Fredrik Hedenus (Energy and Environment, Chalmers), Prof. Michael Patriksson (Mathematical Sciences, Chalmers and GU), Lic.Eng. Elin Svensson (Energy and Environment, Chalmers), PhD Mehdi Sharif Yazdi (Mathematical Sciences, Chalmers and GU), Docent Ola Carlson (Energy and Environment, Chalmers), and PhD student Emil Gustafsson (Mathematical Sciences, Chalmers and GU).

Detailed course information including the plan of lectures

The lectures on March 31 (MVF23 and MVF26), April 7 (MVF23 and MVF26), April 14 (second half, EC and EL42 ), May 12 (MVF26 and MVF31), and May 13 (MVF21 and MVF26) are classroom exercises. The course will then be divided into two groups lead by Ann-Brith (English) and Emil (Swedish), respectively, and we have booked two (new) classrooms for each of these occations. Check the TimeEdit Schedule.

Especially recommended exercises (corresponding to lectures 1-8)

2.3, 2.4, 2.6
3.1, 3.4, 3.6, 3.10, 3.14, 3.15
4.2, 4.3, 4.4, 4.5, 4.6, 4.8, 4.9, 4.11, 4.15
5.1, 5.2, 5.4, 5.5, 5.8, 5.13
6.1, 6.2, 6.3, 6.6, 6.8, 6.10, 6.14, 6.15
13.3, 13.4, 13.5, 13.6, 13.8, 13.9, 13.13, 13.15
14.1, 14.3, 14.4, 14.5, 14.6, 14.7, 14.8, 14.9
15.3, 15.4, 15.6, 15.7, 15.12, 15.14, 15.15
17.8, 17.9, 17.14, 17.15, 17.17, 17.20

Exercises

Exercise 1 - Linear programming

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

In order to make Exercise 1.3-NETLIB work,
Matlab must be started in 32-bits mode, using the command 'matlab -glnx86'
Also use this Matlab scriptfile to set paths for Cplex

Exercise 2 - Information will appear here

Assignments

Assignment 1 - Application to energy system modelling (Posted 110325)

Assignment information
AMPL-files: resurs-modell.mod, resurs-data-2010-110325.dat, resurs.run
Note that the constraint emis_UB shall NOT ALWAYS be commented away!
Deadline for handing in report: Friday 8 April 2011 at 17.00 (electronically)
A note on optimization with discounted costs

Assignment 2 - Application to maintenance planning (Posted 110411)

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 2 May 2011 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: Friday 6 May 2011 at 17.00 (electronically)

Assignment 3

Each group chooses one of the Assignments 3a-3d from EITHER this OR this doodle link.
This choice also determines the time when your assignment is to be orally presented.
Each group shall then present their assignment during twelve minutes including time for questions.
A laptop and projector will be available for the presentations.
Note that presence is mandatory at one full seminar (i.e., two times 48 minutes)
Link to AMPL users guide with CPLEX directives.
The deadline for handing in the report is Friday 13 of May 2011.

Assignment 3a - Application to the travelling salesperson problem

Assignment 3b - Application to windpower investment and generation

Assignment 3c - Application to storage, refinement, and distribution of sugar

Assignment 3d - Application to investments in process integration

Assignment information
Reference article
AMPL-files: invest.run, invest.mod, invest.dat

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 (23-27 May)

Lecture notes

(are posted continuously)

Week 12

Lecture 1 (21 March)
Lecture 2 (24 March) Updated version (afternoon 24/3)
Lecture 3 (25 March)

Week 13

Lecture 4a: Energy modelling, Lecture 4b (28 March)
Lecture 5 (31 March, MVF23 (Swedish) and MVF26 (English))
(A subset of) The following exercises from the book will be studied:
3.6, 3.10, (3.4), 4.5, 4.6, 5.5, 6.8, 6.10, (6.3).
Lecture 6 (1 April)

Week 14

Lecture 7 (4 April)
Lecture 8 (7 April, MVF23 (Swedish) and MVF26 (English))
(A subset of) The following exercises from the book will be studied:
15.6, (15.7), 13.5, (13.6), 14.4, 14.6, 14.8, (14.9), 17.9 (including pages 16-17 from lecture 7)
Lecture 9 (8 April)

Week 15

Lecture 10a: Maintenance optimization, Lecture 10b (11 April)
Lecture 11a: (see Lecture 10b) (14 April)
Lecture 11b (14 April, EL42 (Swedish) and EC (English))
(A subset of) The following exercises from the book will be studied:
8.17, (8.15), 8.12, 8.29 (viewed as a maximum flow problem), 8.10
Lecture 12 (15 April)

Easter break

Week 18

Lecture 13a (2 May)
Copies of literature on Stochastic programming can be picked up outside my office MV:L2087
Lecture 13b: The travelling salesperson problem (2 May)
Lecture 14a: Wind power investment and operation (5 May)
Lecture 14b, updated version afternoon May, 5 (5 May)
Copies of literature on Multiobjective optimization can be picked up outside my office MV:L2087
Lecture 15a: Distribution of sugar (6 May)
Lecture 15b: Investments in energy efficiency (6 May)

Week 19

Lecture 16, updated version 110510, (9 May)
Lecture 17 (12 May)
The following exercises from the book are studied: 9.8, 11.10, 9.10
Lecture 18 (13 May)
Only one group (english), in classroom MV:F21
(A subset of) The following exercises from the book will be studied: 11.2, 11.4, 17.1, 17.9, 8.10, 13.8

Week 20

Schedule for the students' presentations during all the week
Lecture 19 (16 March, 13-15) Students' presentations
Lecture 20 (19 March, 10-12 and 13-15) Students' presentations
Lecture 21 (20 March, 10-12 and 13-15) Students' presentations