Welcome to the course homepage for
TMA947/MMG621:
Nonlinear Optimisation.
The first lecture will be on Tuesday 4/11 at 10.00 in Euler. The
full schedule for the course can be found
here.
16/4: Uploaded the
Re-exam and suggested
Solutions
30/1: Uploaded the
Exam and suggested
Solutions
9/1:
Uploaded
The course summary
11/12:
Uploaded
Lecture 14
8/12: Uploaded
Lecture 13
4/12: Uploaded
Lecture 12
4/12: Uploaded
Exercise set 6
1/12: Uploaded
Exercise set 5
1/12: Uploaded
Lecture 11
28/11: Uploaded
Lecture 10
27/11: Added the time for
the last master class.
26/11: Uploaded
Project part 2 PM
21/11: Uploaded
Lecture 9
19/11: Uploaded
Exercise set 4
17/11: Uploaded
Lecture 8
17/11: Uploaded
Exercise set 3
13/11: Uploaded
Lectures 5--7
13/11: Added the time for
the second master class.
27/10: Uploaded
Exercise set 2
23/10: Uploaded
Lecture 4
17/10: Uploaded
Lecture 3
16/10: Uploaded
List of theorems for the exam
16/10: Uploaded
Lecture 2
16/10: Uploaded
Lecture 1
29/9: Uploaded
Course PM
26/9: Uploaded computer
exercises
19/9: Uploaded
Project part 1 PM
17/9: Uploaded
Exercise set 1
15/9: Created the course
homepage.
Lectures
Note: The program is preliminary. Chapter numbers refer to the
course book.
| Lecture |
Date |
Chapter
|
Contents
|
1
|
4/11
|
1--2
|
Course
presentation, introduction to optimization, notations,
classification
|
2
|
4/11
|
3
|
Convex
sets, convex functions, convex problems
|
3
|
7/11
|
4.1--4.3
|
Introduction to optimality conditions
|
4
|
11/11
|
11
|
Unconstrained optimization algorithms
|
5
|
14/11
|
5.1--5.4
|
Optimality conditions
|
6
|
18/11
|
5.5--5.9
|
Optimality conditions
|
7
|
21/11
|
6
|
Lagrangian duality
|
8
|
25/11
|
7--8
|
Introduction to linear programming
|
9
|
28/11
|
9
|
Linear
programming
|
10
|
2/12
|
10
|
Linear
programming duality
|
11
|
5/12
|
3,
4.4, 6.4
|
Convex
optimization
|
12
|
9/12
|
---
|
Integer programming
|
13
|
12/12
|
12
|
Feasible direction methods
|
14
|
16/12
|
13
|
Constrained optimization
|
15
|
19/12
|
---
|
NO
LECTURE!
|
16
|
9/1
|
---
|
Summary of the course
|
Exercises
Note: Exercises numbered "EX.Y" can be found in the exercise sets.
Exercises numbered X.Y can be found in the course book.
| Exercise |
Date |
Assignment exercises
|
Exercises
|
Teacher
exercises
|
1
|
7/11
|
---
|
E1.2,
E1.6--E1.9, 1.1, 1.2, 1.4
|
E1.1,
E1.4, 1.3
|
2
|
11/11
|
---
|
3.1--3.3, 3.5, 3.7--3.10, 3.12, 3.14--3.16, 3.18--3.21
|
3.4,
3.6, 3.11, 3.13, 3.17
|
3
|
14/11
|
E1.3,
E1.5, E1.10, E1.11
|
E2.2--4, 4.3, 4.5, 4.12
|
E2.1,
E2.4b, E2.6, 4.13
|
4
|
18/11
|
---
|
11.3,
11.6, 11.9, 11.11, 11.13
|
11.5,
11.7, 11.4
|
5
|
21/11
|
E2.5,
E2.7, E2.8, 11.2
|
5.1,
5.3--5.10, 5.12, E3.1--E3.2, E3.4, E3.6
|
5.2,
E3.3, 5.11
|
6
|
25/11
|
---
|
E3.8,
6.1--6.3, 6.5--6.9, 6.11--6.12
|
E3.7,
6.4, 6.10
|
7
|
28/11
|
E3.5,
E3.9, E3.10, E3.11
|
8.2--8.5, 8.7, E4.1, E4.4
|
8.1,
E4.2, 8.6
|
8
|
2/12
|
---
|
9.2--9.3, 9.5--9.6, E4.6, E4.8--E4.11
|
9.1,
9.4
|
9
|
5/12
|
E4.3,
E4.5, E4.7, E4.12
|
10.1,
10.3--10.12, 10.15, 10.16, 10.17
|
E5.1,
10.2, E5.2
|
10
|
9/12
|
---
|
E5.6,
10.14
|
E5.8,
10.13
|
11
|
12/12
|
E
5.3, E5.4, E5.5, E5.7
|
E6.2,
E6.4, Section 6.4.2 in the course book
|
E6.1,
E6.5
|
12
|
16/12
|
---
|
12.1--12.3, 12.5--12.14
|
12.4,
E6.8, E6.9
|
13
|
19/12
|
E6.3,
E6.6, E6.7, E6.10
|
13.1--13.4, 13.6--13.8
|
13.5
|
14
|
9/1
|
---
|
---
|
Old
exam
|
Computer exercises
| Exercise |
Date |
Contents
|
1
|
27/11
|
Steepest descent,
Newton's method, Levenberg-Marquardt
|
2
|
11/12
|
Penalty methods, KKT
conditions
|
Master class
The first master class will be on Monday 10/11
at 13.15--15.00 in MVL13. The second master class will be on
Wednesday 19/11 at 13.15--15.00 in MVL13. The last master class
will be on Monday 15/12 at 10.00--11.45 in MVL13.
In order to get bonus points for the exam, a
number of assignment exercises should be solved. These are to be
prepared by the students for the exercise session in order to
obtain a mark (one of the students who has prepared the
assignment exercise will be chosen to demonstrate it on the
blackboard). The assignment exercises for each exercise session
can be found in the program above.
There will be in total 24 assignment exercises.
-- 20 marks implies 2 bonus points on the exam
-- 12 marks implies 1 bonus point on the exam
Note 1: If you mark an assignment exercise and are chosen to
demonstrate it on the blackboard and have not prepared it, you
will lose all of your marks.
Note 2: The bonus points obtained through the assignment
exercises are valid one year.
Project part 1:
The aim of this part is to introduce you to mathematical
modelling. The Deadline for handing in the report is 24/11 and
it should be done through PingPong.
Project part 1 PM
Handing in:
The model assignment is handed in through PingPong in pdf format
only!
In order to hand in, go to ''Project groups'' in PingPong and
create a group called ''name1_name2'' (or ''name1'', if only one
group member). When you create the group, make sure to mark the
squares named ''Project part 1'' and ''Project part 2'' in order
to obtain access to the project upload.
Read - and follow! - the instructions on what to include in the
report before you hand it in.
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.
Language:
English
Writing tools:
Prefarably Latex but other wordformatting tools are also ok
(such as word, etc) as long as the report is readable as pdf.
Project part 2:
The aim of this part is to introduce you to AMPL. Deadline for
handing in the report is 12/12 and it should be done through
PingPong.
Project part 2 PM
The necessary AMPL-files are:
mex.mod,
mex.dat, and
mex.run
Start by downloading the files above and put them in one folder.
Open a terminal window and go to that folder. Write ''ampl
mex.run''.
An introduction to AMPL can be found
here
Exam:
A written exam worth 6.0 credits will be held the 13/1 at
8.30--13.30, V building. The maximum points on the exam is 21
and the limits are as follows.
Chalmers: 3: 10, 4: 14, 5: 18
GU: G: 10, VG: 16
Computer exercises:
The two computer exercises are mandatory.
Assignment exercise:
The assignment exercises can give up to 2 bonus points for the
exam. The bonus points are valid one year after the points are
collected.
Master class:
Active participation in the master class can give up to 2 bonus
points for the exam. These points can only be used for achieving
higher pass (4 or 5 on Chalmers, or VG on GU).
Project:
A passed project will give 1.5 credits.
In
Chalmers Student Portal you can read about when exams are
given and what rules apply on exams at Chalmers.
At the link
Schedule
you can find when exams are given for courses at University of
Gothenburg.
At the exam, you should be able to show valid identification.
Before the exam, it is important that you report that you want
to take the examination. If you study at Chalmers, you will do
this by the
Chalmers Student Portal, and if you study at University of
Gothenburg, so sign up via
GU's
Student Portal.
You can see your results in Ladok by logging on to the Student
portal.
At the annual examination:
When it is practical a separate review is arranged. The date of
the review will be announced here on the course website. Anyone
who can not participate in the review may thereafter retrieve
and review their exam on Mathematical sciences study expedition,
Monday through Friday, from 9:00 to 13:00. Check that you have
the right grades and score. Any complaints about the marking
must be submitted in writing at the office, where there is a
form to fill out.
At re-examination:
Exams are reviewed and picked up at the Mathematical sciences
study expedition, Monday through Friday, from 9:00 to 13:00. Any
complaints about the marking must be submitted in writing at the
office, where there is a form to fill out.