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SF2812 Applied Linear Optimization, 7.5hp

This course will be given in period 3, spring 2014. The information below is from autumn 2012.

The textbook may be ordered from various bookstores or directly from SIAM.

• Official course information

• Course information
  
• Theory questions for the final exam
• GAMS documentation
• Introductory exercises to GAMS
• GAMS files to introductory exercise
  • lpex.gms
  • trans1.gms
  • trans2.gms
  • trans3.gms
  • trans4.gms
  • menu.gms
• GAMS file to project assignment 1
  • nett.txt (assignment 1A)
• GAMS file to project assignment 2
  • stipend.gms (assignment 2C)
• Additional GAMS files
  • farm.gms (stochastic programming example from Birge and Louveaux, also illustrates EVPI and VSS)
  • stock.gms (cutting-stock example, illustrates column generation)
  • mine.gms (mining example, illustrates two different formulations)
• GAMS at the F students' Ubuntu computers.
  • Type "module add gams" or add it to a suitable login file.
  • Use an editor, for example emacs, to create/modify model files (".gms") and reading output files (".lst").
  • Put the model files in your home catalog. Run GAMS from that catalog, e.g. "gams trans1".
  • Please note that there is a whole library of example files at GAMS subdirectory "modlib".
• GAMS on your own computer.
  
  • The demo version of GAMS (which we use) can be downloaded from the GAMS website.
• To solve larger problems than what the demo version of GAMS can handle.
  • There is an option to solve optimization problems over the internet by NEOS (http://www.neos-server.org/). Here you can send for example GAMS files and obtain access to various solvers without the size limitations of the demo version. This is a very useful tool. We recommend using the solver Xpress-MP for solving LP models as well as MIP models on NEOS.
  • NEOS is usually reliable, but please note that you will not be allowed to hand in late because of possibly waiting for answer from NEOS. Please do not wait to the last moment with submitting jobs.
• Exams
  • Final exam October 23 2007 (pdf)
    Solutions to final exam October 23 2007 (pdf)
  • Final exam January 16 2008 (pdf)
    Solutions to final exam January 16 2008 (pdf)
  • Final exam October 20 2008 (pdf)
    Solutions to final exam October 20 2008 (pdf)
  • Final exam January 9 2009 (pdf)
    Solutions to final exam January 9 2009 (pdf)
  • Final exam October 19 2009 (pdf)
    Solutions to final exam October 19 2009 (pdf)
  • Final exam January 15 2010 (pdf)
    Solutions to final exam January 15 2010 (pdf)
  • Final exam October 21 2010 (pdf)
    Solutions to final exam October 21 2010 (pdf)
  • Final exam January 13 2011 (pdf)
    Solutions to final exam January 13 2011 (pdf)
  • Final exam October 20 2011 (pdf)
    Solutions to final exam October 20 2011 (pdf)
  • Final exam February 18 2012 (pdf)
    Solutions to final exam February 18 2012 (pdf)
  • Final exam October 18 2012 (pdf)
    Solutions to final exam October 18 2012 (pdf)
  • Final exam January 10 2013 (pdf)
    Solutions to final exam January 10 2013 (pdf)