• The course is given simultaneously at Chalmers (course code MVE165) and GU (course code MMG631).
• Here is the time-edit schedule
• The course has an activity page in pingpong.
• The first lecture in the course is given on Tuesday 24 March 2015 at 10.00-11.45 in room Euler.
• Links to more courses in optimization at Chalmers and University of Gothenburg
• On Wednesdays the Linux classroom F-T7203 is reserved at 13.15-15.00 and F-T4011 is reserved at 15.15-17.00 according to the schedule; presence is not compulsory but teachers will be available at times indicated in the course plan below.

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

• Examiner and main lecturer: Assoc Prof Ann-Brith Strömberg
• Problem solving session leaders: PhD student Zuzana Šabartová and Assist Prof Kin Cheong Sou
• Course assistant: PhD student Zuzana Šabartová
• Guest lecturers: Prof Ola Carlson (Energy and Environment, Chalmers), PhD student Emil Gustafsson (Mathematical Sciences, Chalmers and GU).

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.

• The course plan
  
  
• Lecture notes (this list will be updated each week)
  • Lecture 1
  • Lecture 2
  • Lecture 3
  • Lecture 4
  • Lecture 5
  • Lecture 6a
  • Lecture 6b
  • Lecture 7 - Revised version
  • Lecture 8
  • Lecture 9a (wind assignment)
  • Lecture 9b (TSP assignment)
  • Lecture 10 - the complementary material on multiobjective optimization is available (on paper, four sheets) outside Ann-Brith's office (MV:L2087)
  • Lecture 11 - Revised version
  • Lecture 12
  • Lecture 13 - Revised version
  
  
• Times when teachers will be present in the computer labs (this list will be updated each week)
  • Wednesday 2015-05-20, 14.30-16.30
  • Wednesday 2015-05-13, 15.30-16.30
  • Wednesday 2015-05-06, 14.15-15.00, 15.15-16.00
  • Wednesday 2015-04-29, 15.15-16.45
  • Wednesday 2015-04-22, 14.15-16.00
  • Wednesday 2015-04-01, 14.30-16.30
  • Wednesday 2015-03-25, 15.30-16.30

• 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
  • Information about 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)


• Integer linear optimization software
  A java-applet for learning the branch-and-bound algorithm for solving integer optimization problems.
  • Be aware that this is a beta-version!
  • 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. Give the command:
    > java -jar BandBWithTSP.jar
    
  • Comments and questions can be posed to ramle -at- student.chalmers.se

• AMPL-book
  Download chapters from the book AMPL: A Modeling Language for Mathematical Programming.

• AMPL-CPLEX User's Guide
  can be downloaded from here.

The following exercise numbers refer to the course book (ii) above.

• 2.3, 2.4, 2.6
• 3.1, 3.4, 3.6, 3.10, 3.14, 3.15
• 4.2, 4.3, 4.4, 4.5, 4.6, 4.8, 4.9, 4.11, 4.15
• 5.1, 5.2, 5.4, 5.5, 5.8, 5.13
• 6.1, 6.2, 6.3, 6.6, 6.8, 6.10, 6.14, 6.15
• 13.3, 13.4, 13.5, 13.6, 13.8, 13.9, 13.13, 13.15
• 14.1, 14.3, 14.4, 14.5, 14.6, 14.7, 14.8, 14.9
• 15.3, 15.4, 15.6, 15.7, 15.12, 15.14, 15.15
• 17.8, 17.9, 17.14, 17.15, 17.17, 17.20

• Assignments are performed in groups of maximum two persons.
• The project groups should be defined on the course's activity page in pingpong. Observe that the name of your project group must be "FirstName1 Surname1 - FirstName2 Surname2".
• Deadlines for handing in the reports are indicated in the course plan above.
• Oral presentations of Assignment 3 are held by the students according to the doodle.

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
• 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 12:00, 150506). This choice also determines the time when your assignment is to be orally presented. Each group shall then present their assignment during ~12 minutes including time for questions. A laptop and projector will be available for the presentations.
  • Note that presence is mandatory at one full seminar (i.e., approximately 90 minutes).
  • The seminar hours are: Monday 25th of May 10-12 and 13-15, Tuesday 26th of May 10-12 and 13-15, and Wednesday 27th of May 10-12.
  • Schedule for the oral presentations. Updated Schedule
  
  
  • Assignment 3a - Windpower investment and generation
    • Assignment information
    • Data from the tables
  
  
  • Assignment 3b - Travelling salesperson problem
    • Assignment information
    • Files

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,
  • a written opposition to Assignment 2, and
  • an oral presentation of Assignment 3.
  • Presence is compulsory at at least one full occasion (2*45minutes) of Seminars 1-3 (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
• Scedule for the oral exams

The randomly selected course representatives are: TBD

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.