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 MMG620 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.
You can also find a group on Facebook devoted to discussions about the
course here.
Course information
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 (27 October):
PDF format
Lecture 2 (27 October) [small update made 101027]:
PDF format
Lecture 3 & 5 (30 October, 6 November):
PDF format
Lecture 4 (3 November):
PDF format
Lecture 5 & 6 (6, 10 November):
PDF format
Lecture 7 (13 November - new version 091113):
PDF format
Lecture 8 (17 November):
PDF format
Lecture 9 (20 November):
PDF format
Lecture 10 (24 November):
PDF format
Additional notes on column generation in linear programming [Section 10.6]:
PDF format
Lecture 11 (27 November):
PDF format
Lecture 12 (1 December):
PDF format
Additional notes on closed algorithmic maps [Section 12.7]:
PDF format
Note! Due to a planned Licentiate defence, Lecture 14 has been moved from Euler to the room ED in the EDIT building!
Lectures 13-14 (4, 8 December): PDF
format
Exercise program (091119: solutions added to Ex. 0-6)
Exercise 0 (30 October):
PDF format.
Solutions
here
Exercise 1 (30 October):
PDF format.
Solutions
here
Exercise 2 (3 November):
PDF format.
Solutions
here
Exercise 3 (6 November):
PDF format.
Solutions
here
Exercise 4 (10 November):
PDF format.
Solutions
here
Exercise 5 (13 November):
PDF format.
Solutions
here
Exercise 6 (17 November):
PDF format.
Solutions
here
Exercise 7 (20 November):
PDF format
Exercise 8 (24 November):
PDF format
Exercise 9-10 (27 November, 1 December):
PDF format
Exercise 11 (4 December):
PDF format
Exercise 12 (8 December):
PDF format
Project assignment I: Modelling
PM for the first part: PDF
format.
Important note:
The last two paragraphs of the PM contains
very 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
therein 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 only!
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.
Project assignment II: The optimal plan, with a sensitivity
analysis
The tasks for part 2 of the Mexico assignment may be found
here: PDF. The necessary
AMPL-files are: mex.mod
and mex.dat.
Help with AMPL
A short introduction to AMPL is available
here: PDF format.
Current status of the project and computer exercises
Look here!
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. |
|
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.
091117Note that despite the instruction you should NOT go to the directory
ILP before typing "ilpmeny".
Computer exercise 2: Constrained optimization
The description is found here: PDF. The necessary
MATLAB-files (zipped) are here. To
unpack the archive, type unzip lab2_2006_v2.zip in shell
prompt.
Previous exams
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
Exam 091214
PS or
PDF format; correct answers (English) : pdf
Exam 100406
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