Kungl Tekniska högskolan / Optimization and Systems Theory /

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SF2812 Applied Linear Optimization, 7.5hp

The course will be given next time in period 3, spring 2018.
Information on this page is for the course given in 2017.

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 the solvers Gurobi, MOSEK or Xpress-MP for solving LP models as well as MIP models on NEOS.
    • 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 June 7 2017 (pdf)
      Solutions to final exam June 7 2017 (pdf)
    • Final exam March 13 2017 (pdf)
      Solutions to final exam March 13 2017 (pdf)
    • Final exam June 8 2016 (pdf)
      Solutions to final exam June 8 2016 (pdf)
    • Final exam March 17 2016 (pdf)
      Solutions to final exam March 17 2016 (pdf)
    • Final exam June 10 2015 (pdf)
      Solutions to final exam June 10 2015 (pdf)
    • Final exam March 18 2015 (pdf)
      Solutions to final exam March 18 2015 (pdf)
    • Final exam May 22 2014 (pdf)
      Solutions to final exam May 22 2014 (pdf)
    • Final exam March 17 2014 (pdf)
      Solutions to final exam March 17 2014 (pdf)
    • Final exam January 10 2013 (pdf)
      Solutions to final exam January 10 2013 (pdf)
    • Final exam October 18 2012 (pdf)
      Solutions to final exam October 18 2012 (pdf)
    • Final exam February 18 2012 (pdf)
      Solutions to final exam February 18 2012 (pdf)
    • Final exam October 20 2011 (pdf)
      Solutions to final exam October 20 2011 (pdf)
    • Final exam January 13 2011 (pdf)
      Solutions to final exam January 13 2011 (pdf)
    • Final exam October 21 2010 (pdf)
      Solutions to final exam October 21 2010 (pdf)
    • Final exam January 15 2010 (pdf)
      Solutions to final exam January 15 2010 (pdf)
    • Final exam October 19 2009 (pdf)
      Solutions to final exam October 19 2009 (pdf)
    • Final exam January 9 2009 (pdf)
      Solutions to final exam January 9 2009 (pdf)
    • Final exam October 20 2008 (pdf)
      Solutions to final exam October 20 2008 (pdf)
    • Final exam January 16 2008 (pdf)
      Solutions to final exam January 16 2008 (pdf)
    • Final exam October 23 2007 (pdf)
      Solutions to final exam October 23 2007 (pdf)
  • Course analysis after the course given in the spring of 2016


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