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.
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
Take-home assignments:
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.)
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.
Information about the exam
Some old exams:
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 |
|
| 2 | Basic feasible solutions and Simplex. | 3, 4, 5 | Jan.14, Mo. 15-17, K1 |
|
| 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 |
|
| 6 | Network flow problem. | 7 | Jan.30, We. 15-17, K1 |
|
| 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 |
|
| 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 |
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:
Contact information
Lecturer:
Per Enqvist
(
room 3705, Lindstedtsv. 25, phone: 790 62 98.
Last update:
January 8, 2013, by Per Enqvist.