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SF2822 Applied Nonlinear Optimization, 7.5hp

This course is given in period 4, spring 2012.

Important! If you plan to take this course and do not have the textbook by Griva, Nash and Sofer, you should order it well in advance. Read more here.

Examiner and instructor: Anders Forsgren
Exercise leader and project leader: Tove Odland

  • Course information
  • Handout on semidefinite programming (pdf) (May 14)
  • Theory questions for the final exam (pdf)
  • GAMS documentation
  • GAMS introductory slides
  • Introductory exercises to GAMS
  • GAMS files to introductory exercise
  • M-files that may be used for exercise 2B:
    • qp.m. Suggested "skeleton" to QP-solver. (Two versions, with and without slack variables. Make the choice that suits your chosen method.)
    • sqp.m. Suggested "skeleton" to SQP-solver.
    • ex512.m. Data for problem 5.12 from the exercise booklet, in a format that suits the above SQP skeleton.
    • hexagon.m. Data for the problem of maximizing the area of a hexagon when no two corners are more than one unit of lenght apart. See the m-file for the problem formulation. (This is probably a rather hard problem. You are doing well if you are able to solve this problem.)
    • sample.m. M-file skeleton illustrating the syntax for solving the two problems above.
    • Matlab-files that may be used for drawing the feasible region of a two-dimensional problem with linear constraints: polyplot.m and ineqplot.m.
  • 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 solvers SNOPT or KNITRO for solving NLP models.
    • 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 December 15 2007 (pdf)
      Solutions to final exam December 15 2007 (pdf)
    • Final exam June 5 2008 (pdf)
      Solutions to final exam June 5 2008 (pdf)
    • Final exam December 20 2008 (pdf)
      Solutions to final exam December 20 2008 (pdf)
    • Final exam June 10 2009 (pdf)
      Solutions to final exam June 10 2009 (pdf)
    • Final exam December 17 2009 (pdf)
      Solutions to final exam December 17 2009 (pdf)
    • Final exam June 9 2010 (pdf)
      Solutions to final exam June 9 2010 (pdf)
    • Final exam May 28 2011 (pdf)
      Solutions to final exam May 28 2011 (pdf)
    • Final exam August 23 2011 (pdf)
      Solutions to final exam August 23 2011 (pdf)
    • Final exam June 2 2012 (pdf)
      Solutions to final exam June 2 2012 (pdf)
    • Final exam August 17 2012 (pdf)
      Solutions to final exam August 17 2012 (pdf)

    Optimization and Systems Theory, KTH
    Anders Forsgren, andersf@kth.se