KTH /
Teknikvetenskap
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Matematik
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Optimeringslära och systemteori
Course homepage 2012 for
SF1811 Optimeringslära för F
SF1831 Optimization and Markov process (opt. part)
SF1841 Optimization
Remember to sign-up for the exam, the signing-up time period is
Feb. 13 to Feb. 26.
This home page contains some information about the course,
lectures, exercise classes, take-home assignments and exams.
It will be updated during the course with the latest news.
Information about the course in "studiehandboken"
Course details
This course is given in English.
The take-home assignments and exams will be given in English.
But, the take-home assignment reports and final exam answers
can be written by the students in either English or Swedish.
Last exam
March 14, 2012:
Exam in English;
Solutions
Take-home assignments:
I have a list with all the bonuspoints but I cannot publish it here
due to the swedish integrity rules, PUL.
You can find your corrected homeassignments 1 and 3 at the student office.
At the exam I will bring the lists with all the points.
Assignment 1
Problem description [pdf] (preliminary version)
This take-home assignment is on linear programming.
The deadline is 13:15 noon on Monday, February 13, 2012.
The corrected assignments are available in a folder (with a yellow post-it on)
at the student office at the math department.
Assignment 2
Problem description [pdf]
This take-home assignment is on optimization formulations.
The deadline is 15.15 on wednesday, February 22, 2012.
I was happy to see the creativity and good work put into the posters,
there are clearly a lot of interesting problems out there to solve!
Congratulations to Laura Kremer who won the best poster award for
an optimization approach for solving sudoko.
Assignment 3
Problem description [pdf]
This take-home assignment is on quadratic optimization.
The deadline is 13.15 on monday, March 5, 2012.
The corrected assignments are available in a folder (with a yellow post-it on)
at the student office at the math department.
Information about the exam
A formula sheet will be handed out during the exam.
final version: pdf
Note that Calculators are not
allowed in the exam!
Important: In order to participate
in the exam on
Wednesday,
March 14, 2012, you must sign up for the exam
at
the KTH My pages (Mina sidor).
Some old exams:
June 8, 2011:
Exam in English;
in Swedish
Solutions
March 19, 2011:
Exam in English;
in Swedish
Solutions
June 7, 2010:
Exam in English;
in Swedish
Solutions
March 20, 2010:
Exam in English;
in Swedish
Solutions
August 25, 2009:
Exam in English
Solutions
June 8, 2009:
Exam in English
Solutions
May 30, 2008:
Exam in English
I can not find the solutions anywhere.
Ex. 5 is on a method that is not part of the
course anymore.
March 11, 2008:
Exam in English
Solutions
Preliminary schedule of lectures
New (larger) lecture halls have been booked for
the next lectures.
January 26 no larger hall was available at KTH so
arrive early or bring your own chair :)
The notes used at the lectures are used together with
explanations on the board, so parts of the theory
may not be possible to follow using only the notes.
| Lecture |
Topics |
Chapters |
When? Where? |
Notes |
| 1 |
Introduction to linear programming;
standard form. |
1, 2, 3 |
Jan.19, Th.
10-12,
H1 |
pdf |
| 2 |
Basic feasible solutions and Simplex.
| 3, 4, 5 |
Jan.25, We.
15-17,
D1 |
pdf |
| 3 |
Simplex method. |
5 |
Jan.26, Th.
10-12,
H1 |
| 4 |
Linear Algebra
|
23-26 |
Feb.1, We.
15-17,
D2 |
pdf |
| 5 |
Duality theory. |
6 |
Feb.2, Th.
10-12,
V2 |
pdf |
| 6 |
Network flow problem. |
7 |
Feb.8, We.
15-17,
D2 |
pdf
|
| 7 |
Transport Problems
Quadratic optimization
(no constraints);
LDLT-factorization |
7.1, 9, 27 |
Feb.9, Th.
10-12,
D2 |
pdf
pdf
m-file
|
| 8 |
Quadratic optimization
(equality constraints) |
8-11 |
Feb.15, We.
15-17,
D2 |
| 9 |
Least squares;
Nonlinear optimization. |
11, 12, 13, 14, 15 |
Feb.16, Th.
10-12,
V2 |
pdf |
| 10 |
Newton's method;
nonlinear least sq.;
Gauss-Newton. |
15, 16, 17 |
Feb.22, We.
15-17,
D1 |
pdf
|
| 11 |
Nonlinear optimization
(equality constraints). |
18, 19 |
Feb.23, Th.
10-12,
K1 |
pdf,
pdf
|
| 12 |
Nonlinear optimization
(inequality constraints). |
20 |
Feb.29, We.
15-17,
D2 |
pdf |
| 13 |
Lagrange relaxation. |
21 |
Mar.1, Th.
10-12,
D2 |
pdf |
| 14 |
Nonlinear optimization:
convex case. |
22 |
Mar.8, Th.
10-12,
E1 |
If you feel that you need to freshen up your
knowledge in linear algebra, you may consider looking through the following
recorded lessons
by Gilbert Strang from MIT.
Go to
streaming lectures
and start with lesson 6.
(also available on youtube)
Schedule of exercise classes
The exercises that will be presented in the classes
are preliminary the same as last year (in the table below) and
will be updated the week before the class according
to the new plan.
| Exercise class |
Exercises |
When? Where? |
Notes |
| 1 |
2.1; 3.3; 4.7,(1.6 from optT)
|
Jan. 23, Mo. 13-15, Q15/17/22 |
1,
2,
3.
|
| 2 |
5.6, 5.8;
|
Jan. 30, Mo. 13-15, Q15/17/22 |
1,
2
|
| 3 |
6.8; |
Feb. 6, Mo. 13-15, Q15/17/22 |
1
2
|
| 4 |
|
Feb. 13, Mo. 13-15, Q15/17/22 |
1
|
| 5 |
5.9 in ex.book.
|
Feb. 20, Mo 13-15, Q15/17/22 |
1
2
|
| 6 |
|
Feb. 27, Mo. 13-15, Q15/17/22 |
1
|
| 7 |
|
Mar. 5, Mo. 13-15, Q15/17/22 |
1
|
| 8 |
|
Mar. 8, To. 13-15, Q15/17/22 |
Here is a link to
recommended exercises.
Here is a link to last years
lecture notes.
Chapterwise solutions to the exercises from the lecture notes:
Chapter 1 pdf file
Chapter 2 pdf file
Chapter 3 pdf file
Chapter 4 pdf file
Chapter 5 pdf file
Chapter 6 pdf file
Chapter 7 pdf file
Chapter 8 pdf file
Chapter 9 pdf file
Chapter 10 pdf file
Chapter 11 pdf file
Chapter 13 pdf file
Chapter 14 pdf file
Chapter 15 pdf file
Chapter 16 pdf file
Chapter 17 pdf file
Chapter 19 pdf file
Chapter 20 pdf file
Chapter 21 pdf file
Chapter 22 pdf file
Chapter 23 pdf file
Chapter 24 pdf file
Chapter 25 pdf file
Chapter 26 pdf file
Contact information
Lecturer:
Per Enqvist
(penqvist@kth.se)
room 3705, Lindstedtsv. 25, phone: 790 62 98.
Last update:
January 12, 2012, by Per Enqvist.
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