Latest news
- (190527) There is yet another slightly updated schedule for the oral presentations this week, under Assignments > Assignment 3
- (190524) There is a slightly updated schedule for the oral presentations next week, under Assignments > Assignment 3
- (190521) Notes from the mid-course evaluation meeting are now published in PingPong, under Content > Course Evaluation
- (190516) Downloads for Lecture 14
- (190514) Copies of the excerpt from the book by Rardin (complementary course literature (iii); see Literature) are now available outside Ann-Brith's office. They will be brought to the lab rooms during the coming lab sessions.
- (190513) Downloads for Lecture 13
- (190509) Downloads for Lecture 12
- (190509) As one result of the course evaluation mid-course meeting, we've decided to start using Piazza for the remainder of the course. All students currently active in the course should have received an invitation—if not, please notify me (Ann-Brith). In Piazza, you can ask any questions regarding the assignments, lectures, problem solving sessions and course literature. Both students and instructors can give answers to the questions posed. Check it out!
- (190508) There is an updated "Common Assignment Information" w.r.t. the opening time for the doodle poll on May 10; under Assignments
- (190508) There is an updated course plan w.r.t. hours for the oral presentations during week 22; under Course plan and general information
- (190508) Assignment 3 is now published, under Assignments. Note that you should choose a time slot and a specific assignment from the doodle (revealed on Friday, May 10) before you start working with the assignment.
- (190506) There is a new hint on the implementation of Assignment 2 in the Julia/JuMP Discussion forum in PingPong
- (190506) Downloads for Lecture 11
- (190506) The description of Assignment 2, Exercise 2, is slightly clarified. An updated version is found under Assignments.
- (190502) The mid-course evaluation meeting is scheduled at Monday, May 6, at 09:00.
- (190502) Downloads for Lecture 10
- (190417) There is a new hint on the implementation of Assignment 2 in the Discussion forum on Julia/JuMP in PingPong
- (190415) The correction of Assignment 1 is finalized. Check PingPong for comments and required revisions
- (190415) Downloads for Lecture 9
- (190411) The second assignment is now published under Assignments. Check also the "common information".
- (190410) Downloads for Lecture 8b
- (190410) Downloads for Lecture 8a
- (190410) There is an updated course plan w.r.t. hours for problem solving sessions; under Course plan and general information
- (190409) Downloads for Lecture 7
- (190403) Downloads for Lecture 6
- (190403) Downloads for Lecture 5
- (190401) Downloads for Lecture 4
- (190329) When creating your project groups in PingPong, please follow the instructions under Assignments, in the file "common information" (this is also in the notes for Lecture 1)
- (190328) Downloads for Lecture 3
- (190327) Downloads for Lecture 2
- (190326) Downloads for Lecture 1
- Welcome to the course! The first lecture is given on Tuesday 26 March 2019 at 10:00–11:45 in the lecture room Euler.
Course plan and general information
- Updated course plan (190508) (w.r.t. oral presentation hours in week 22)
- Updated course plan (190410) (w.r.t. hours for the problem solving sessions on Wednesdays)
- Detailed course plan (190315) including time plan and deadlines.
- TimeEdit schedule.
- Lecture notes are published regularly under Latest news.
- Linux lab-rooms are reserved for the assignment work; see the TimeEdit schedule. Presence is not mandatory but teachers will be available most of these times.
- The course has an activity page in PingPong which will be used for the hand-in of all the assignments.
Teachers
- Examiner and lecturer: Ann-Brith Strömberg, professor.
- Course and exercise assistant, and assignment advisor: Caroline Granfeldt, PhD student.
- Exercise assistant and assignment advisor: Gabrijela Obradović, PhD student.
- Exercise assistant and assignment advisor: Sunney Fotedar, PhD student.
Course literature
The course (i) and exercise (ii) books are available in both Swedish and English and are sold by STORE by Chalmers Studentkår. Complementary material (iii) (mainly from the book Optimization in Operations Research by R. L. Rardin; Prentice-Hall 1998) will be handed out during the course.
- (i) Optimization (English) by J. Lundgren, M. Rönnqvist, and P. Värbrand; Studentlitteratur 2010.
- (i) Optimeringslära (Swedish) by J. Lundgren, M. Rönnqvist, and P. Värbrand; Studentlitteratur 2008.
- (ii) Optimization Exercises (English) by M. Henningsson, J. Lundgren, M. Rönnqvist, and P. Värbrand; Studentlitteratur 2010.
- (ii) Optimeringslära Övningsbok (Swedish) by M. Henningsson, J. Lundgren, M. Rönnqvist, and P. Värbrand; Studentlitteratur 2008.
Problem solving sessions
- Each week there are two options for the problem solving sessions, of which you are typically assumed to visit at most one.
- Typically, Wednesday sessions are given by Gabrijela or Sunney, while Thursday sessions are given by Caroline.
Recommended exercises
| Session | Dates | Topics | Recommended Exercises | Teacher exercises |
|---|---|---|---|---|
| 1 | 27/3, 28/3 | Mathematical modelling | 3.1 b,c,d; 3.5, 3.10, 3.12, 3.15 | 3.1 a,e,f; 3.4, 3.6, 3.14, example |
| 2 | 3/4, 4/4 |
Linear optimization and the simplex method |
2.4, 2.6, 4.2, 4.6, 4.10, 4.11, 4.15 | 4.5, 4.13 |
| 3 | 10/4, 11/4 |
Sensitivity analysis and duality theory |
5.1, 5.5, 6.6, 6.8, 6.10, 6.15 | 5.4 |
| 4 | 17/4, 2/5 | Integer linear optimization and the branch-and-bound algorithm |
13.5, 13.6, 13.9, 15.6 (13.8, 13.15, 15.3, 15.12, 15.14) |
example |
| 5 | 8/5, 9/5 |
Cutting plane methods, minimal cover, Lagrangean duality |
14.4, 14.8, 17.9 (14.1, 14.3, 14.6, 14.9, 17.8) |
14.5, examples |
| 6 | 15/5, 16/5 | Network optimization: minimum spanning tree and shortest path algorithms | 8.10, 8.12, 8.17a (8.18, 8.38ab) | examples |
| 7 | 22/5, 23/5 | Nonlinear optimization: convexity and the KKT conditions | 9.8, 9.10, 11.4, (9.4, 11.6) | 11.3 |
Computer exercise and software
- Linear optimization and software
In order to prepare for the assignments, you are recommended to do this computer exercise on linear optimization and software.
- Code files: intro_run.jl ; intro_mod.jl ; intro_dat.jl
-
Reference literature for Matlab
Tobin A. Driscoll, Learning MATLAB, ISBN: 978-0-898716-83-2 (published by SIAM)
Assignments
- Updated common information (190508) (w.r.t. the opening time for the doodle poll on May 10)
- Study carefully this common information for the three assignments. The instructions and rules therein should be followed.
- Deadlines for handing in the reports are also indicated in the course plan.
- Oral presentations of Assignment 3 will be held by the students during week 22 (May 27–29).
Assignment descriptions
- Assignment 1—Biodiesel supply chain
- Assignment 2—Application to maintenance scheduling
- Assignment information.
- 19-05-06: Updated 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"
- Code files: as_run.jl, as_mod.jl, as_dat_large.jl, as_dat_small.jl
- 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 a "doodle" revealed in PingPong, under "Assignments", from 13:00, Friday, May 10. This choice also determines the time when your assignment is to be orally presented. All five occasions will include three presentations of each assignment 3a/3b—first come, first served! Your choice must be made at the latest on Monday, May 13 – after that, the doodle poll will be closed.
- Each group shall then present their assignment during ~12 minutes, including time for questions. A projector will be available for the presentations. If you need to borrow a laptop, you have to inform me at the latest on Friday, May 24, at 15:00.
- You will be asked to provide (written) feedback on each others oral presentations. This will be organized during the respective seminars.
- Note that presence is mandatory at one full seminar (i.e., approximately 90 minutes).
- The seminar hours are Monday, May 27, 10–12, 13–15, and 15–17, and Tuesday, May 28, 10–12 and 13–15.
- A detailed schedule for the oral presentations.
- A slightly updated version of the schedule.
- Another slightly updated version of the schedule (190527).
- Assignment 3a—Windpower investment and generation
- Assignment information
- Code file: wind_as3a_dat.jl
- Data from the tables: Wind-data1.txt; Wind-data2.txt
- Assignment 3b—The Scandinavian electricity system
- Assignment information
- Code file: elGen_dat.jl
- Data files: elGen_demand8760.dat ; elGen_hydro8760.dat ; elGen_wind8760.dat
Course requirements
The learning goals and requirements of the course can be found in the course syllabus (Chalmers) or course syllabus (GU)
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.
Examination
- In order to pass the course, the student should provide
(deadlines are indicated in the
course plan)
-
in groups of (maximum) two persons:
- written reports of three assignments;
- an oral presentation of Assignment 3 (during week 22);
-
and individually:
- a written opposition to Assignment 2;
- one report per assignment describing the distribution of the assignment work and the cooperation within the group;
- presence at at least one full seminar occasion (2·45 minutes; students' presentations of Assignment 3).
-
in groups of (maximum) two persons:
- 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. The individual reports, describing the distribution of the project work and the cooperation within the group, must also confirm the student's contribution to the quality of the reports.
- 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 each of 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:
- The student receives 4–5 exercises and may study these for 1/2 hour in a separate room.
- The oral examination will then take place for 1/2 hour.
- No equipment except for pen, ruler, rubber, and paper are allowed during any part of the oral exam.
- The oral exams are given during the exam weeks, on a subset of the dates June 3–5 and 10–12. Each student eligible for the oral exam will receive an invitation to sign up for this.
Course evaluation
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:
- 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.
- After the course an evaluation questionnaire is sent out. The examiner will get a chance to add extra questions to the standard questionnaire.
- 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.