KTH /
Teknikvetenskap
/
Matematik
/
Optimeringslära och systemteori
Course homepage 2013 for
SF1811 Optimeringslära för F
SF1841 Optimization
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 exams
June 11, 2012:
Exam in English;
Solutions
March 14, 2012:
Exam in English;
Solutions
Take-home assignments:
Assignment 1
Problem description
[pdf]
This take-home assignment is on linear programming.
The deadline is 13:15 on Monday, February 4, 2013.
The corrected assignments are available in a folder (with a yellow post-it on)
at the student office at the math department. (In the bookshelf to the left
just after entering the door.)
Assignment 2
Problem description
[pdf]
This take-home assignment is on optimization formulations.
The deadline is 15.15 on Wednesday, February 13, 2013.
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 Björn Skanke
"Optimizing passenger seating in Airbus A380"
and
Malwina Maria Polak and Marcelina Polak
"Investment Problem (Linear Model)"
who shared the best poster award.
Assignment 3
Problem description
This take-home assignment is on nonlinear optimization.
The deadline is 13.15 on Monday, March 4, 2013.
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 13, 2013, 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
The slides 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 slides,
and some lectures will only use whiteboard and then
there are no slides to post.
| Lecture |
Topics |
Chapters |
When? Where? |
Notes |
| 1 |
Introduction to linear programming;
standard form. |
1, 2, 3 |
Jan.11, Fr.
8-10,
K1 |
pdf
|
| 2 |
Basic feasible solutions and Simplex.
| 3, 4, 5 |
Jan.14, Mo.
15-17,
K1 |
pdf
|
| 3 |
Simplex method. |
5 |
Jan.17, Th.
10-12,
K1 |
|
| 4 |
Linear Algebra
|
23-26 |
Jan.23, We.
15-17,
K1 |
pdf
Lin. Alg.
|
| 5 |
Duality theory. |
6 |
Jan.24, Th.
10-12,
K1 |
pdf |
| 6 |
Network flow problem. |
7 |
Jan.30, We.
15-17,
K1 |
pdf
|
| 7 |
Transport Problems
LDLT-factorization |
7.1, 9, 27 |
Jan.31, Th.
10-12,
K1 |
pdf
|
| 8 |
Quadratic optimization
|
8-11 |
Feb.6, We.
15-17,
K1 |
pdf
m-file
|
| 9 |
Least squares;
Nonlinear optimization. |
11, 12, 13, 14, 15 |
Feb.7, Th.
13-15,
K1 |
|
| 10 |
Newton's method;
nonlinear least sq.;
Gauss-Newton. |
15, 16, 17 |
Feb.13, We.
15-17,
K1 |
pdf
|
| 11 |
Nonlinear optimization
(equality constraints). |
18, 19 |
Feb.14, Th.
8-10,
K1 |
pdf
pdf
|
| 12 |
Nonlinear optimization
(inequality constraints). |
20 |
Feb.20, We.
15-17,
K1 |
|
| 13 |
Lagrange relaxation. |
21 |
Feb.27, We.
13-15,
M2 |
|
| 14 |
Nonlinear optimization:
convex case. |
22 |
Mar.6, We.
15-17,
K1 |
|
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
| Exercise class |
Exercises |
When? Where? |
Notes |
| 1 |
2.1; 3.3; 4.7,(1.6 from optT)
|
Jan. 21, Mo. 13-15, Q22/26 |
1.
|
| 2 |
|
Jan. 28, Mo. 13-15, Q22/26 |
1,
2,
|
| 3 |
|
Feb. 4, Mo. 13-15, E32/35 |
|
| 4 |
5.9
|
Feb. 11, Mo. 13-15, E32/35 |
1
2
|
| 5 |
|
Feb. 18, Mo 13-15, E51/52 |
|
| 6 |
|
Feb. 25, Mo. 13-15, Q22/26 |
|
| 7 |
|
Mar. 4, Mo. 13-15, E51/52 |
|
| 8 |
|
Mar. 7, Th. 8-10, E51/52 |
|
Here is a link to
recommended exercises.
Here is a link to some old
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 8, 2013, by Per Enqvist.
|
