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Kungl Tekniska högskolan / Optimeringslära och systemteori /

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SF1851 Optimeringslära för E, kurshemsida 2010

  • Information i studiehandboken för SF1851
  • KursPM
  • The course will be given partially in Swedish and partially in English. The lectures and lecture notes are in English, while the exercise classes will be in Swedish. The take-home assignments and exams will be given in both English as well as Swedish, and the student can use the one version he/she prefers. Also, the take-home exam reports and final exam answers can be written by the students in either English or Swedish.

    Hemtal

  • Hemtal 1
    English version [pdf]
    Swedish version [pdf]
    Detta hemtal behandlar linjärprogrammering.
    Sista inlämningsdatum är fredagen den 17/9, 2010, kl 15.00.

  • Hemtal 2
    English version [pdf]
    Swedish version [pdf]
    Detta hemtal behandlar kvadratisk programmering.
    Sista inlämningsdatum är tisdagen den 5/10, 2010, kl 10.00.

  • Information om tentor

  • Formelblad som delas ut på tentan: pdf
  • Inga hjälpmedel på tentan förutom det formelblad som delas ut då. Observera: Ingen räknare på tentan!
  • Important: In order to participate in the exam on October 21, 2010, you must sign up for the exam at the KTH My pages (Mina sidor) before October 3, 2010.

    Extentor:

  • Tentan 13 januari 2011: Exam.
  • Lösningar till tentan: Solutions.

  • Tentan 21 oktober 2010: Exam.
  • Lösningar till tentan: Solutions.

  • Tentan 23 oktober 2009: Exam.
  • Lösningar till tentan: Solutions.

  • Tentan 9 januari 2009: Exam.
  • Lösningar till tentan: Solutions.

  • Tentan 25 oktober 2008: Exam.
  • Lösningar till tentan: Solutions.

  • Tentan 16 januari 2008: Exam
  • Lösningar till tentan: Solutions

    Föreläsningsöversikt

    Lecture Topics Chapters When? Where?
    1 Introduction to linear programming; standard form. 1, 2, 3 Aug. 30, Mon. 10-12, E35
    2 Basic feasible solutions and extreme points. 3, 4 Aug. 31, Tue. 08-10, Q36
    3 Simplex method. 5 Sep. 2, Thu. 10-12,
    L52
    4 Simplex method. Duality Theory. 5, 6 Sep. 6, Mon. 10-12,
    E35
    5 Duality theory. 6 Sep. 7, Tue. 08-10,
    Q36
    6 Network flow problem. 7 Sep. 13, Mon. 10-12, E35
    7 Linear algebraic background. 22, 23, 24, 25 Sep. 14, Tue. 08-10,
    Q36
    8 Quadratic optimization (no constraints); linear algebraic background. 8, 9, 22, 23, 24, 25 Sep. 20, Mon. 10-12, E35
    9 Quadratic optimization (equality constraints); least-squares. 10, 11 Sep. 21, Tue. 08-10, Q36
    10 Nonlinear optimization. 12, 13, 14, 15 Sep. 27, Mon. 10-12, E35
    11 Newton's method; nonlinear least squares; Gauss-Newton. 15, 16, 17 Sep. 28, Tue. 08-10,
    Q36
    12 Nonlinear optimization (equality constraints). 18, 19 Oct. 4, Mon. 10-12,
    E35
    13 Nonlinear optimization (inequality constraints). 20 Oct. 5, Tue. 08-10,
    Q36
    14 Nonlinear optimization: convex case. 21 Oct. 11, Mon. 10-12, E35
    15 Revision All Oct. 14, Thu. 10-12,
    L52

    Föreläsningsanteckningar

  • Föreläsning 1 [pdf]
  • Föreläsning 2 [pdf]
  • Föreläsning 3 [pdf]
  • Föreläsning 4 [pdf]
  • Föreläsning 5 [pdf]
  • Föreläsning 6 [pdf]
  • Föreläsning 7 [pdf]
  • Föreläsning 8 [pdf]
  • Föreläsning 9 [pdf]
  • Föreläsning 10 [pdf]
  • Föreläsning 11 [pdf]
  • Föreläsning 12 [pdf]
  • Föreläsning 13 [pdf]
  • Föreläsning 14 [pdf]
  • Föreläsning 15 [pdf]
  • Räkneövningöversikt

    Exercise class Exercises from lecture notes When? Where?
    1 2.1; 3.3, 3.8; 4.7, 4.12 Sep. 3, Fri. 13-15, E51/E52
    2 5.6, 5.8; 6.10, 6.12 Sep. 10, Fri. 13-15, E52/E53
    3 6.6; 7.4, 7.6; 24.9 Sep. 17, Fri. 13-15, M36/M37
    4 25.22; 11.5, 10.8, 10.10 Sep. 21, Tue. 13-15, Q11/Q13
    5 10.10; 14.10; 15.11, 15.15; 16.1; 17.4 Sep. 29, Wed. 10-12, D33/D35
    6 14.10; 15.11, 15.15; 16.1; 17.4 Oct. 6, Wed. 10-12, D33/D35
    7 19.12; 20.15, 20.17 Oct. 13, Wed. 10-12, D33/D35
    8 21.18, 21.19, 21.20 Oct. 15, Fri. 13-15,
    L43/L44

    Solutions to the exercises

    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: Amol Sasane (sasane@kth.se)
    room 3711, Lindstedtsv. 25, phone: 790 73 20.