• The course is given simultaneously at Chalmers (course code MVE165) and GU (course code MMG631).
• Here is the time-edit schedule. Note that there will be mandatory presentations during weeks 20 and 21 (19–24 May), which are not yet in this schedule.
• The course has an activity page in pingpong.
• The first lecture in the course is given on Tuesday 21 March 2017 at 10.00–11.45 in lecture room KC.
• Links to more courses in optimization at Chalmers and University of Gothenburg
• On most mondays at 13.15–15.00, wednesdays at 13.15–15.00 and 15.15–17.00, and fridays at 13.15–15.00 Linux classrooms are reserved; presence is not mandatory but teachers will be available at times indicated in the course plan below (these will be updated each study week).

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

Ann-Brith Strömberg
Examiner and main lecturer
Professor, Mathematical Sciences
Email: anstr@chalmers.se, Tel: 772 5378, Room: L2087

Caroline Granfeldt
Exercise assistant
Ph.D. student, Mathematical Sciences
Email: cargranf@chalmers.se, Tel: 772 1094, Room: L2033

Quanjiang Yu
Exercise assistant
Ph.D. student, Mathematical Sciences
Email: yuqu@chalmers.se, Tel: 772 1094, Room: L2033

Zuzana Nedělková
Assistant
Ph.D. student, Mathematical Sciences
Email: zuzana@chalmers.se, Tel: 772 5352, Room: L2099

The course (i) and exercise (ii) books are available in both Swedish and English and sold by Cremona.
Complementary material (iii) (mainly from the book Optimization in Operations Research by R. L. Rardin, published by Prentice-Hall, 1998) 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.

• Updated course plan (170320) including time plan and deadlines
  • All rooms for lectures, exercises and lab sessions are as indicated in the time-edit schedule, except for the oral presentations in weeks 20-21:
  • Schedule for the oral presentations.
  
  
• Lecture notes (this list will be updated each week)
  • Lecture 1 - "Introduction; course map; operations research; modelling; graphic solution"
  • Lecture 2 - "AMPL and CPLEX, Assignment 1"
  • Lecture 3 - Updated version - "Extreme points of convex polyhedra; reformulations; basic feasible solutions; the simplex method"
  • Lecture 4 - Updated version - "Linear programming: degeneracy; unbounded solution; infeasibility; starting solutions"
  • Lecture 5 - "Linear programming duality and sensitivity analysis"
  • Lecture 6 - "Discrete optimization models and applications; complexity"
  • Lecture 7a - "Theory and algorithms for discrete optimization models"
  • Lecture 7b - "Maintenance scheduling optimization"
  • Lecture 8 - "Discrete optimization: theory and algorithms"
  • Lecture 9 - "Combinatorial optimization theory and algorithms"
  • Lecture 10 - "Shortest paths; dynamic programming; linear programming formulations of network flows"
  • Lecture 11a - "Energy overview and wind power" (background of Assignment 3a, Ola Carlson)
  • Lecture 11b - "The Scandinavian electricity system" (background of Assignment 3b, Caroline Granfeldt)
  • Lecture 12 - "Maximum flows and minimum cost flows - models and algorithms"
  • Lecture 13 - Updated version - "Multiobjective optimization"
  • Lecture 14 - "Overview of nonlinear programming and summary of the course"
  
  
• Recommended exercises—problem solving sessions
  
  • Note that there are two options each week for the problem solving sessions, of which you are typically assumed to visit at most one.
    Typically, Wednesday session is given by Caroline and Thursday session by Quanjiang.
  
  

  Session	Dates	Topics	Recommended exercises	Extra exercises
  1	22/3, 23/3	Mathematical modelling	3.1, 3.4, 3.6, 3.10	3.14, 3.15
  2	29/3, 30/3	Linear programming and the simplex method	4.5, 4.6, 4.13	2.4, 2.6, 4.2, 4.11, 4.15
  3	5/4, 6/4	Sensitivity analysis and duality theory	5.5, 6.8, 6.10	5.1, 5.4, 6.6, 6.15
  4	26/4, 27/4	Integer programming and the branch & bound algorithm	13.5, 13.6, 13.9, 15.6	13.8, 13.15, 15.3, 15.12, 15.14
  5	3/5, 4/5	Cutting plane methods, minimal cover, Lagrange duality	14.4, 14.8, 17.9	14.1, 14.3, 14.6, 14.9, 17.8
  6	10/5, 11/5	Network optimization: minimum spanning tree and shortest path algorithms	8.10, 8.12, 8.17a	8.13, 8.18, 8.38ab
  7	17/5, 18/5	Nonlinear optimization: convexity and KKT conditions	9.8, 9.10, 11.4	9.4, 11.6

  
  
• Times when teachers will be present in the computer labs (this list will be updated each week)
  • Wednesday 2017-03-22: 15.30–16.30
  • Friday          2017-03-24: 13.30–14.30
  • Monday       2017-03-27: 13.30–14.30
  • Wednesday 2017-03-29: 13.30–14.30
  • Friday          2017-03-31: 13.30–14.30
  • Monday       2017-04-03: 13.30–14.30
  • Wednesday 2017-04-05: 13.30–14.45, 15.15–16.30
  • Friday          2017-04-07: 13.30–14.30
  • Monday       2017-04-24: 13.30–14.30
  • Wednesday 2017-04-26: 13.30–14.45, 15.15–16.30
  • Friday          2017-04-28: 13.30–14.30
  • Wednesday 2017-05-03: 13.30–14.45, 15.15–16.30
  • Friday          2017-05-05: 13.30–14.30
  • Monday       2017-05-08: 13.30–14.30
  • Wednesday 2017-05-10: 13.30–14.45, 15.15–16.30
  • Friday          2017-05-12: 13.30–14.30
  • Monday       2017-05-15: 13.30–14.30
  • Tuesday      2017-05-16: 10.30–11.30, 13.30–14.30
  • Wednesday 2017-05-17: 13.30–14.45, 15.15–16.30
  • Thursday     2017-05-18: 13.30–14.30

• 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 (3MB)
  • Metadata for the NETLIB test problems
  • 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)

• AMPL and optimization solver software
  to install on you private computer can be downloaded from the the course's pingpong event. This software is time limited and can only be used during the course.
  

• AMPL-book
  The modelling language AMPL is described in the book AMPL: A Modeling Language for Mathematical Programming, which can be downloaded as pdf-files.

• AMPL-CPLEX User's Guide
  The user's guide is available here.

• Integer linear optimization software
  A java-applet (10MB) for learning the branch-and-bound algorithm for solving integer optimization problems.
  • Be aware that this is a beta-version (developed in a bachelor's project)!
  • To run on 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. Type the command:
    > java -jar BandBWithTSP.jar
    

• Assignments are performed in groups of maximum two persons.
• The project groups must be defined on the course's activity page in pingpong.
• Observe that the name of your project group must be exactly "FirstName1 Surname1 - FirstName2 Surname2".
• Deadlines for handing in the reports are indicated in the course plan above.

Assignment descriptions

• Assignment 1—Biodiesel supply chain
• Assignment information
• AMPL directives for sensitivity ranging is found on pp. 80–81 in the AMPL-CPLEX User's Guide


• Assignment 2—Application to maintenance scheduling
• Assignment information
• Links to the articles (reachable from Chalmers' domain):
  • Almgren, Andréasson, Patriksson, Strömberg, Wojciechowski, and Önnheim (2012): "The opportunistic replacement problem: theoretical analyses and numerical tests"
  • Gustavsson, Patriksson, Strömberg, Wojciechowski, and Önnheim (2014): "Preventive maintenance scheduling of multi-component systems with interval costs"
• 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
  • 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–3b from this doodle link, from 13:00, Tuesday, May 2. This choice also determines the time when your assignment is to be orally presented. Your choice must be made at the latest on Thursday, May 4 – after that, the doodle poll will be closed.
  • Each group shall then present their assignment during ~12 minutes, including time for questions. A laptop and projector will be available for the presentations.
  • From the mid-term course evaluation we found out that students wish to receive feedback on presentations (oral and written). You will therefore be asked to provide (written) feedback on each others oral presentations of Assignment 3. The organizational details on this will be revealed later.
  • Note that presence is mandatory at one full seminar (i.e., approximately 90 minutes).
  • The seminar hours are: Friday 19th of May 10–12 and 13–15, Monday 22nd of May 10–12 and 13–15, Tuesday 23rd of May 10–12, and Wednesday 24th of May 10–12.
  • Schedule for the oral presentations.
  
  
  • Assignment 3a - Windpower investment and generation
    • Assignment information (including the figure)
    • Data from the tables
  
  
  • Assignment 3b - The Scandinavian electricity system
    • Assignment information
    • Data files (updated version 2017-05-04)

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,
  • (individually) a written opposition to Assignment 2, and
  • an oral presentation of Assignment 3.
  • Presence is compulsory at at least one full seminar occasion (2*45minutes, 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, including problem solving, as defined in the course plan for the books by Lundgren et al. and Henningsson et al., and 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 and from the problem solving sessions.
• The oral exam is organized as follows:
1. The student receives 4–5 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 are given during week 22. Each student eligible for the oral exam will receive and invitation to sign up for this.

The randomly selected course representatives are presented in PingPong.

Being a student representative means that you are responsible for evaluating the course together with the examiner/course responsible and the program board of the program that gives the course. The evaluation process consists of three parts:

1. The student representatives and the teacher are expected to have two informal meetings during the course. The first one should be in the first study week, the second one after approximately half the course. The first meeting is mostly for you to get acquainted, the second one are for the student representatives to give feedback to the teacher on the progress of the course.
2. After the course an evaluation questionnaire is sent out. The examiner will get a chance to add extra questions to the standard questionnaire.
3. After the course, there will be an evaluation meeting where the student representatives and the examiner/course responsible for the course have a meeting together with the program board of the program who gives the course, discussing the courses' advantages and potential for improvement. This meeting will be held in study week 3–6 in the study period after the examination. The examiner invites the participants to this meeting.