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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.
|