Optimization, first course (7.5 credits)

This page is created as a student support for the course Optimization, first course (codes TMA947 for Chalmers and MAN280 for GU). The page contains, or will contain, all documents created in LaTeX, that is, course programs, schedules, computer exercise information, old exams, etcetera, as well as Matlab codes for the two computer exercises.


Course information

  • DVI-version, PS or PDF-format


    Course material & Errata list

  • An Introduction to Continuous Optimization, by Niclas Andréasson, Anton Evgrafov, Michael Patriksson. Check the publishing house, Studentlitteratur, and the errata list. Buy it at Cremona!


    List of exam theorems

  • Theorem list: PS or PDF format


    Downloadable lecture slides

  • Lecture 1 (28 October): PS or PDF format

  • Lecture 2 (28 October): PS or PDF format

  • Lecture 3 & 5 (30 October, 6 November): PS or PDF format

  • Lecture 4 (4 November): PS or PDF format

  • Lecture 5 & 6 (6, 11 November): PS or PDF format

  • Lecture 7 (13 November): PS or PDF format

  • Lecture 8 (18 November): PS or PDF format

  • Lecture 9 (20 November): PS or PDF format

  • Lecture 10 (25 November): PS or PDF format

  • Additional notes on column generation in linear programming [Section 10.6]: PS or PDF format

  • Lecture 11 (27 November): PS or PDF format

  • Lecture 12 (2 December): PS or PDF format

  • Additional notes on closed algorithmic maps [Section 12.7]: PS or PDF format

  • Lecture 13-14 (MOVED TO: 9, 11 December): PS or PDF format


    Exercise program

  • Exercise 1 (30 October): PS or PDF format

  • Exercise 2 (4 November): PS or PDF format

  • Exercise 3 (6 November): PS or PDF format

  • Exercise 4 (11 November): PS or PDF format

  • Exercise 5 (13 November): PS or PDF format

  • Exercise 6 (18 November): PS or PDF format

  • Exercise 7 (20 November): PS or PDF format

  • Exercise 8 (25 November): PS or PDF format

  • Exercise 9-10 (27 November, 2 December): PS or PDF format

  • Exercise 11 (MOVED TO: 9 December): PS or PDF format

  • Exercise 12 (MOVED TO: 11 December): PS or PDF format


    Project assignment I: Modelling

  • PM for the first part: PS or PDF format.

    Important note:

    The last two paragraphs of the PM contains old information. [We do not have access to the original LaTeX document, so we cannot change it; we are however working on a new, original document to replace the present one.] Hence, the information on computer accounts and dates for handing in should be disregarded.

    Handing in:

    The model assignment is handed in to one of the assistants, on paper or in an e-mail. Please send in the report in pdf format!

    Read - and follow! - the instructions on what to include in the report before you hand it in!

    Note: No more than two persons per group; the report must include on the first page the names of each group member, and the e-mail address of at least one group member.



    Computer exercise 1: Unconstrained optimization

    The description is found here: PDF. The necessary MATLAB-files (zipped) are here. To unpack the archive, type unzip lab1_2004.zip in shell prompt; on Windows, you may use 7-Zip. 7-Zip

    The computer exercise can either be examined orally during the lab session or with a written report. Regardless of which of these you choose, it is important that you answer all of the questions and that you motivate the answers clearly using theoretical results.

    Computer exercise 2: Constrained optimization

    The description is found here: PS or PDF. The necessary MATLAB-files (zipped) are here. To unpack the archive, type unzip lab2_2006_v2.zip in shell prompt.


    Previous exams

    Next exam is on August 27

  • Exam 020311 PS format; correct answers (Swedish) : ps, pdf and dvi

  • Exam 020529 PS format; correct answers (Swedish) : ps, pdf and dvi

  • Exam 020826 PS or PDF format; correct answers (Swedish) : ps, pdf and dvi

  • Exam 030310 PS or PDF format; correct answers (English) : pdf

  • Exam 030528 PS or PDF format; correct answers (English) : pdf

  • Exam 030825 PS or PDF format; correct answers (English) : pdf

  • Exam 040308 PS or PDF format; correct answers (English) : pdf

  • Exam 040602 PS or PDF format; correct answers (English) : pdf

  • Exam 040823 PS or PDF format; correct answers (English) : pdf

  • Exam 050314 PS or PDF format; correct answers (English) : pdf

  • Exam 050402 PS or PDF format; correct answers (English) : pdf

  • Exam 050825 PS or PDF format; correct answers (English) : pdf

  • Exam 060306 PS or PDF format; correct answers (English) : pdf

  • Exam 060831 PS or PDF format; correct answers (English) : pdf

  • Exam 070312 PS or PDF format; correct answers (English) : pdf

  • Exam 070830 PS or PDF format; correct answers (English) : pdf

  • Exam 071217 PS or PDF format; correct answers (English) : pdf

  • Exam 080325 PS or PDF format; correct answers (English) : pdf

  • Exam 080828 PS or PDF format; correct answers (English) : pdf

  • Exam 081215 PS or PDF format; correct answers (English) : pdf

  • Exam 090414 PS or PDF format; correct answers (English) : pdf

  • Exam 090827 PS or PDF format; correct answers (English) : pdf


    Links

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

  • Simplex method: A simple Java applet for the simplex method

  • Trick: Michael Trick's OR page

  • NEOS: NEOS server page



    Back to the Official Michael Patriksson Home Page