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Kungl Tekniska högskolan / Optimization and Systems Theory /

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SF2822 Applied Nonlinear Optimization, 7.5hp

This page is obsolete and will be removed. New page can be found here.

The course is given in period 4, spring 2019.

Examiner and instructor: Anders Forsgren
Exercise leader and project leader: David Ek

  • Course information
  • KTH course web page
  • Information on how to register for the exam can be found here.
  • Information on exam placement can be found here.
  • GAMS at the KTH linux 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.
  • GAMS resources
  • 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 August 15 2018 (pdf)
      Solutions to final exam August 15 2018 (pdf)
    • Final exam May 31 2018 (pdf)
      Solutions to final exam May 31 2018 (pdf)
    • Final exam August 17 2017 (pdf)
      Solutions to final exam August 17 2017 (pdf)
    • Final exam June 1 2017 (pdf)
      Solutions to final exam June 1 2017 (pdf)
    • Final exam August 18 2016 (pdf)
      Solutions to final exam August 18 2016 (pdf)
    • Final exam June 3 2016 (pdf)
      Solutions to final exam June 3 2016 (pdf)
    • Final exam August 20 2015 (pdf)
      Solutions to final exam August 20 2015 (pdf)
    • Final exam June 3 2015 (pdf)
      Solutions to final exam June 3 2015 (pdf)
    • Final exam August 21 2014 (pdf)
      Solutions to final exam August 21 2014 (pdf)
    • Final exam June 3 2014 (pdf)
      Solutions to final exam June 3 2014 (pdf)
    • Final exam August 23 2013 (pdf)
      Solutions to final exam August 23 2013 (pdf)
    • Final exam May 20 2013 (pdf)
      Solutions to final exam May 20 2013 (pdf)
    • Final exam August 17 2012 (pdf)
      Solutions to final exam August 17 2012 (pdf)
    • Final exam June 2 2012 (pdf)
      Solutions to final exam June 2 2012 (pdf)
    • Final exam August 23 2011 (pdf)
      Solutions to final exam August 23 2011 (pdf)
    • Final exam May 28 2011 (pdf)
      Solutions to final exam May 28 2011 (pdf)
    • Final exam June 9 2010 (pdf)
      Solutions to final exam June 9 2010 (pdf)
    • Final exam December 17 2009 (pdf)
      Solutions to final exam December 17 2009 (pdf)
    • Final exam June 10 2009 (pdf)
      Solutions to final exam June 10 2009 (pdf)
    • Final exam December 20 2008 (pdf)
      Solutions to final exam December 20 2008 (pdf)
    • Final exam June 5 2008 (pdf)
      Solutions to final exam June 5 2008 (pdf)
    • Final exam December 15 2007 (pdf)
      Solutions to final exam December 15 2007 (pdf)
  • Course analysis after the course given in the spring of 2018


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