This course will be given next time in period 2, late fall 2013,
by Krister Svanberg
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.
Information about the exam
Some old exams:
Extra material A short note on complementarity.
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 |
pdf, pdf |
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 | 1 |
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
(
Best poster awards records
room 3705, Lindstedtsv. 25, phone: 790 62 98.
Malwina Maria Polak and Marcelina Polak
"Investment Problem (Linear Model)"