• NEWS (120512):Information about the oral exam. Se the section Examination below
• NEWS (120413): A full scale, time limited, AMPL and solver software is now available for installation on your own computer. See the section Computer exercises below.
• NEWS: in the section Computer exercises below there is now a link to the java-applet of the branch-and-bound algorithm! Try it out!
• The course is given simultaneously at Chalmers (course code MVE165) and GU (course code MMG630).
• The schedule for the course can be found via the link to webTimeEdit on top of the page.
• The first lecture in the course is on Tuesday 13 March 2012 at 10.00-11.45 in room MV:F31.
• Links to more courses in optimzation at Chalmers and University of Gothenburg
• The Linux classroom F-T4009 is reserved on Wednesday afternoons according to the webTimeEdit schedule; presence is not compulsory.
• At Exercises 1-5 the course will be divided into two classes, one in English and one in Swedish (which group in which classroom will be published in due time).

The course's aim and contents are described at Chalmers student portal

• Examiner and main lecturer: Assoc Prof Ann-Brith Strömberg
• Course assistants: MSc Emil Gustafsson and MSc Magnus Önnheim
• Guest lecturers: Assist Prof Fredrik Hedenus (Energy and Environment, Chalmers), Prof Michael Patriksson (Mathematical Sciences, Chalmers and GU), Assoc Prof Ola Carlson (Energy and Environment, Chalmers), PhD Mehdi Sharif Yazdi (Mathematical Sciences, Chalmers and GU), and MSc Emil Gustafsson (Mathematical Sciences, Chalmers and GU).

The course (i) and exercise (ii) books are available in both Swedish and English and sold by Cremona.
Complementary material (iii) will be handed out during the course.

• English version:
  • Optimization (i) by J. Lundgren, M. Rönnqvist, and P. Värbrand, published by Studentlitteratur, 2010.
  • Optimization. Exercises (ii) by M. Henningsson, J. Lundgren, M. Rönnqvist, and P. Värbrand, published by Studentlitteratur, 2010.
• Swedish version:
  • Optimeringslära (i) by J. Lundgren, M. Rönnqvist, and P. Värbrand, published by Studentlitteratur, 2008.
  • Optimeringslära. Övningsbok (ii) by M. Henningsson, J. Lundgren, M. Rönnqvist, and P. Värbrand, published by Studentlitteratur, 2008.

Lecture notes will be published prior to the respective lectures in the Activity column below.
The exercises indicated for Exercises 1-5 are preliminary.

Week 11 Week 12 Week 13
Easter break

Week 16 Week 17 Week 18 Week 19 Week 20 Week 21

• Linear optimization and software
  In order to prepare for the assignments, you are recommended to do this computer exercise on linear optimization and software.
  • AMPL-files (LP1): lp1.mod, lp1.dat, lp1.run
  • Recommended netlib examples
  • The whole netlib repository
  • Information about the NETLIB test problems
  
  
  • EVEN NEWER INSTRUCTION (120320): THERE IS NOW A CPLEX INTERFACE IN MATLAB! The instruction for this tool is found at the very end of this updated version of the computer exercise
  
  
  • NEW INSTRUCTION (120315), THAT WILL HOPEFULLY SOLVE THE PROBLEM!
    In order to make Exercise 1.3-NETLIB work, Matlab should be started in 32-bits mode, using the command '/chalmers/sw/sup/matlab-2009b/bin/matlab -glnx86'
  • Also use this Matlab scriptfile to set paths for Cplex
  Reference literature for matlab:
  Tobin A. Driscoll, Learning MATLAB, ISBN: 978-0-898716-83-2 (The book is published by SIAM)


• Integer linear optimization software
  A java-applet for learning the branch-and-bound algorithm for solving integer programming problems.
  • Be aware that this is a beta-version!
  • To run in linux: Download the file and place it in a suitable folder. Open a terminal window and move to the folder where the jar-file is placed. Give the command:
    > java -jar appletTest.jar
    
  • Comments and questions can be posed to ramle -at- student.chalmers.se
  
  
  • A NEW VERSION (120419) including an interface for TSP.
  • Run using the command:
    > java -jar BandBWithTSP.jar
    

• AMPL and optimization solver software
  Thanks to a couple of curious students, we found the possibility to distribute a full scale, time limited, AMPL and solver software under the "AMPL for Courses program". Students signing for the agreements will receive code for installation on her/his computer. The list to sign will be available during the lectures.
  
  • Contact and support for these licenses:
    AMPL Optimization Inc. www.ampl.com -- +1 773-336-2673 -- info@ampl.com
    Price quotes, orders: sales@ampl.com
    Technical assistance: support@ampl.com
    Post your questions to the AMPL Modeling Language newsgroup: ampl@googlegroups.com -- groups.google.com/group/ampl
  
  
  • QUICK-START INSTRUCTIONS FOR INSTALLING AND RUNNING AMPL & SOLVERS
    For Windows systems:
    • To install: Create a folder where you will put all your AMPL-related files. Copy the distribution zipfile, ampl_mswin32.zip or ampl_mswin64.zip, to your folder. Then "unzip" this file to place all of the individual AMPL program files into your folder; usually the unzip process can be started by double-clicking on the zipfile.
    • To run: Double-click "sw.exe" and type "ampl" at the prompt in the window that appears. Then you will see an "ampl:" prompt and can proceed to type AMPL commands. By default the MINOS solver will be invoked by AMPL's "solve;" command; to switch to another solver, use a command of the form "option solver xxx;" where xxx is a solver that you have been instructed to use.
    For Linux systems:
    • To install: Create a directory where you will put all your AMPL-related files. Copy the distribution zipfile, ampl_linux-intel32.zip or ampl_linux-intel64.zip, to your directory. Then "unzip" this file to place all of the individual AMPL program files into your directory; most Linux systems provide an unzip command for this purpose, or you can use the decompression option of the zip command.
    • To run: Open a command window, use "cd" to go to your AMPL directory, and type "ampl" at the system prompt. Then you will see an "ampl:" prompt and can proceed to type AMPL commands. By default the MINOS solver will be invoked by AMPL's "solve;" command; to switch to another solver, use a command of the form "option solver xxx;" where xxx is a solver that you have been instructed to use.
    For MacOS systems:
    • To install: Create a folder where you will put all your AMPL-related files. Copy the distribution zipfile, ampl_macosx32.zip or ampl_macosx64.zip, to your folder. Then "unzip" this file to place all of the individual AMPL program files into your folder; usually the unzip process can be started by double-clicking on the zipfile.
    • To run: Open a Mac terminal window, use "cd" to go to your AMPL folder, and type "./ampl" at the system prompt. Then you will see an "ampl:" prompt and can proceed to type AMPL commands. By default the MINOS solver will be invoked by AMPL's "solve;" command; to switch to another solver, use a command of the form "option solver './xxx';" where xxx is a solver that you have been instructed to use.

The following exercise numbers refer to the course book (ii) above.

• 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

• Assignments are performed in groups of maximum two persons.
• Deadlines for handing in the reports are indicated in the course plan above.
• Oral presentations of Assignment 3 are held by the students according to the course plan above.

Assignment descriptions

• Assignment 1 - Energy system modelling (Posted 120314)
Teachers will be present in the lab room on Wednesday, 21 March, at 15-17.
• Assignment information
• AMPL-files: resurs-modell.mod, resurs-data.dat, resurs.run
• Note that the constraint emis_UB shall NOT ALWAYS be commented away!
• A note on optimization with discounted costs


• Assignment 2 - Application to maintenance planning (Posted 120330)
• Assignment information
• AMPL-files: uh.run, uh-stor.mod, uh-stor.dat, uh-small.mod, uh-small.dat, cgcut.mod
• Link to AMPL users guide with CPLEX directives.


• Assignment 3 (Posted 120424)
  • Note that you should choose a time slot and a specific assignment from the doodle before you start working with the assignment!!
  • Each group chooses one of the Assignments 3a-3c from 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 12 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)
  • The seminar hours are: Thursday 10th of May 10-12, Thursday 10th of May 13-15, Friday 11th of May 10-12, and Tuesday 15th of May 10-12.
  • Link to AMPL users guide with CPLEX directives.
  • The deadline for handing in the report is Monday 7th of May 2012.
  • Assignment 3a - Storage, refinement and distribution of sugar
    • Assignment information
    • Data
  • Assignment 3b - Windpower investment and generation
    • Assignment information
    • Data from the tables
  • Assignment 3c - Travelling salesman problem
    • Assignment information
    • Files

The course content is defined by the literature references (i), (ii), and (iii) in the course plan. The importance of each moment of the course is defined by the respective emphasis given by the lectures, exercises, and assignment tasks.

• In order to pass the course, the student should provide (in groups of maximum two persons):
  • written reports of three assignments,
  • a written opposition to Assignment 2, and
  • an oral presentation of Assignment 3.
  • Presence is compulsory at at least one full occasion (2*45minutes) of Seminars 1-3 (Students' presentations of Assignment 3).
  The deadlines for handing in the reports are indicated in the course plan.
  The oral presentations of Assignment 3 are held by the students according to the course plan.
  
• To be able to receive a grade higher than 3 or G, the written reports and opposition as well as the oral presentation must be of high quality. Students aiming at grade 4, 5, or VG must also pass an oral exam.
• 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 on multiobjective optimization (from Rardin's book). The emphasis on the different subjects is mainly defined by the notes from the lecture series of the 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 (21-25 May)