TMA947/MMG621 Nonlinear Optimisation Autumn 20

The exams are corrected. The results can be found in the assignment "Exam" on the Canvas page for the exam.

NOTE: The number of points you received on the exam in Canvas  is including bonus points.

The grade limits are:

Chalmers:

3: 10
4: 14
5: 18

GU:

G: 10
VG: 16

In order to pass the exam you also need to pass (have 2 or more points) at least 3 questions.

You will have the possibility to ask questions regarding the corrections on Tuesday 24/11 at 10-12 in a Zoom-meeting (link will be posted later)

Solution to the exam:

tentalosning_TMA947_201029-1.pdf

Course PM

Welcome to the course homepage for TMA947/MMG621: Nonlinear Optimisation.

This page contains the program of the course: lectures, exercise sessions and computer labs. Also other information, such as teachers, literature and examination, are included.

A separate course PM with more detailed information (including learning outcomes) can be found here

The TimeEdit schedule can be found here

 

Information regarding online examination

The exam will be posted in a separate course page here on Canvas that you should have access to if you are registered for the exam. This page is, however, not published yet. On that page you will find the link to the Zoom-meeting you should attend during the exam.

Specific information for this course:

  • The content of the exam will be similar to previous exams
  • One exception is that we will not ask you to prove any of the theorems in the theory list (found here on Canvas), However, the content of the theorems and propositions in the theory list are important to know and questions where these results can/should be used may be included.
  • All aids are allowed except collaborations with other.

 

In order to take the exam you need to:

  • Be submitted to the exam
  • During to entire time be connected to the Zoom-meeting with the video turned on and with you in sight. You shall have your real name as the meeting name so that the exam supervisor can see this. You can connect with computer or with mobile phone. You need to be logged in with your CID in Zoom through https://chalmers.zoom.us/ (Links to an external site.) or with your GU-account through  https://gu-se.zoom.us/  (Links to an external site.)
  • Have your ID available during the exam. This should be displayed in the beginning of the exam. In order to control your ID you will be transfered to a breakout-room in Zoom where you will be asked to show your ID.

 

All aids are allowed, but it is forbidden to communicate with anybody during the exam. There for it is forbidden to:

  • use any form of headsets or earphones.
  • communicate in any form with people (except the examiner or exam supervisor)
  • be in a room where more than one person is situated or in a room that is directly connected to another room without a door between. If this is not possible due to quarantine or any other reasons you need to in advance report this to the examiner.

 

During the exam:

  • The Zoom meeting will open at least 15 minuted before the exam starts.
  • The exam will be published in Canvas when the exam time starts.
  • You will be invited to a breakout-room in Zoom in order to verify your identity.
  • If you need to go to the restroom let the exam supervisor know this before you go and when you get back by writing messages in Zoom to the exam supervisor.
  • The exam time is 5 hours.
  • When the exam time is finished you should immediately  start scanning your solutions. It is not allowed to continue working on the exam after the time is out. You have a maximum of 30 minutes for scanning and handing in the solutions in Canvas. Delayed submission will only be allowed if it is due to technical issues. If you use your mobile phone for scanning use scanning apps (e.g. CamScanner or Genius skanning/Genius scan). The solutions should be handed in as one pdf-file. Try the apps out before the exam so you know how to scan multiple sheets and setting them together as one pdf. As cover sheet you should scan an attest that you have folloed all rules and this sheet should be signed.

 

Before the exam you should:

  • Get familiar with Zoom
  • If you will use your mobile phone for scanning the solutions, please try the app before the exam so that you know how to scan and submit the solutions.
  • Prepare a cover sheet where it says "I insure that I have answered the questions for the exam by myself and without help from anyone else" together with your signature.

 

 

Digital teaching

All teaching in this course will be performed digitally. No education will be performed on campus.

Lectures

The lectures will be pre-recorded and uploaded to Canvas. Lecture notes are available for all lectures and all notes taken by the lecturer during the lectures will also be available.

Exercise

The exercises will be held online in Zoom at the time slots given in the schedule. Links to the Zoom-meetings will be posted here on Canvas.

Each exercise class has two scheduled times, so got to either Mondays 10-12 or Tusdays 10-12 and  either Thursdays 13:15-15 or Fridays 8-10.

Link to Edvins session: https://chalmers.zoom.us/j/65476823342

Link to Quanjiang's session: https://chalmers.zoom.us/j/63625781640

Computer labs

The computer labs should be performed at home and will be examinated in Zoom meetings  at the time slots given in the schedule.

You should submit the time slot for when you will attend the computer labs in the choodles below.

Computer lab 1: https://choodle.portal.chalmers.se/m5uopZC5vdIivSWM

Computer lab 2: https://choodle.portal.chalmers.se/b6ly8yrBSHYAaUW4

 

 

Teachers

Emil Gustavsson
Lecturer and course responsible
Business area leader within Machine Learning, Data Science, Optimization
Fraunhofer-Chalmers Centre
Email: emil.gustavsson@fcc.chalmers.se

Ann-Brith Strömberg
Examiner
Professor of mathematical optimization, Mathematical Sciences
Email: anstr@chalmers.se, Tel: 772 5378, Room: L2087

Quanjiang Yu
Exercise assistant
Ph.D. student, Mathematical Sciences
Email: yuqu@chalmers.se, Tel: 772 1094, Room: L2101

Office hours: Wednesday 9:00 - 10:00 Thursday 9:00-10:00 at https://chalmers.zoom.us/j/64492806438

Edvin Åblad
Exercise assistant
Ph.D. student, Mathematical Sciences and Fraunhofer-Chalmers Centre
Email: edvin.ablad@chalmers.se
Office hours: Tuesday 13:00 - 14:00, Friday 10:00 - 11:00 at https://chalmers.zoom.us/j/63225422882

 

Course literature

An Introduction to Continuous Optimization, 3rd Edition
N. Andréasson, A. Evgrafov, E. Gustavsson, Z. Nedělková, M. Patriksson, K.C. Sou, and M. Önnheim
Published by Studentlitteratur 2016 and found in the Cremona book store

 

Program

 

Lectures

The program is preliminary. Chapter numbers refer to the course book

Lecture Date Chapter Content Videos
- 1/9 Intro to course, administrative stuff

course_introduction.mp4

1 1/9 1-2 Course presentation, introduction to optimization, notations, classification

lecture1.mp4

2 7/9 3 Convex sets, convex functions, convex problems

lecture2_part1.mp4

lecture2_part2.mp4

lecture2_part1_notes.pdf

3 8/9 4 Introduction to optimality conditions

lecture3_part1.mp4

lecture3_part1_notes.pdf

lecture3_part2.mp4

lecture3_part2_notes.pdf

4 14/9 11 Unconstrained optimization algorithms

lecture4.mp4

lecture4_notes.pdf

5 15/9 5.1-5.4 Optimality conditions

lecture5.mp4

lecture5_notes.pdf

6 21/9 5.5-5.9 Optimality conditions

lecture6.mp4

lecture6_notes.pdf

7 22/9 6 Lagrangian duality

lecture7.mp4

lecture7_notes.pdf

8 28/9 7-8 Introduction to linear programming

lecture8.mp4

lecture8_notes.pdf

9 29/9 9 Linear programming

lecture9.mp4

lecture9_notes.pdf

10 5/10 10 Linear programming duality

lecture10.mp4

lecture10_notes.pdf

11 6/10 3, 4.4, 6.4 Convex optimization

lecture11.mp4

lecture11_notes.pdf

12 12/10 --- Integer programming

lecture12.mp4

lecture12_notes.pdf

13 13/10 12 Feasible direction methods

lecture13.mp4

lecture13_notes.pdf

14

19/10 13 Constrained optimization

lecture14.mp4

lecture14_notes.pdf

15 20/10 --- Summary of the course

summary.mp4

summary_notes.pdf

 

Exercises

Exercises numbered EX.Y can be found in the exercise sets (can be downloaded below under "Files"). Exercises numbered X.Y can be found in the book (3rd Edition).

For a translation of the exercise numbers for the 2nd Edition of the course book, see the previous year, which can be found here.

There are four sessions, two in paralell, for each exercise class, you should participate in max one of these.

Exercise Date Assignment exercises Exercises Teacher exercises
1 4/9 E1.2, E1.6-E1.9, 1.1, 1.2, 1.4  E1.1, E1.4, 1.3
2 7/9, 8/9
3.1--3.3, 3.5, 3.7, 3.8, 3.10, 3.12-3.14, 3.16-3.19 3.4, 3.6, 3.9, 3.11, 3.15
3 10/9, 11/9 E1.3, E1.5, E1.10, E1.11 4.2, 4.3, 4.4, 4.5, 4.12, 4.15, 4.16  4.1, 4.4b, 4.6
4 14/9, 15/9 11.3, 11.6, 11.9, 11.11, 11.13 4.13, 11.5, 11.7, 11.4
5
17/9, 18/9
E2.5, E2.7, E2.8, 11.2     5.2, E3.3 
6 21/9, 22/9
5.1, 5.3--5.10, 5.12, E3.1, E3.2, E3.4, E3.6 5.11, E3.7, 6.4, 6.10
7 24/9, 25/9 E3.5, E3.9, E3.10, E3.11 E3.8, 6.1--6.3, 6.5--6.9, 6.11--6.12  8.1, E4.2  
8 28/9, 29/9
  8.2--8.5, 8.7, E4.1, E4.4  8.6, 9.1, 9.4
9 1/10, 2/10 E4.3, E4.5, E4.7, E4.12 9.2--9.3, 9.5--9.6, E4.6, E4.8--E4.11  E5.1, E5.2, 10.13
10 5/10, 6/10
  10.1-10.12,10.14-10.17, E5.4, E5.6, E5.8  E5.9, E5.13
11 8/10, 9/10 E5.3, E5.5, E5.7, E5.11 E5.10, E5.12, Section 6.4.2 in the course book  12.4
12 12/10, 13/10
  12.1--12.3, 12.5--12.14 E6.4, 13.3, 13.5
13 15/10, 16/10 E6.1, E6.2, E6.5, E6.6 13.1--13.4, 13.6--13.8 
14 19/10, 20/10
Old exam
15 22/10, 23/10 QA

 

Computer labs

Students are supposed to attend one of the sessions for each computer exercise.

 

Lab Date Content
1 17/9 Steepest descent, Newton's method
1 24/9 Steepest descent, Newton's method
AMPL 1/10 Students test AMPL and can ask teachers for help
2 8/10 Penalty methods, KKT condition
2 15/10 Penalty methods, KKT condition

Back to the top

 

Assignment exercises

On Wednesdays you need to submit which questions you have solved, do this under the corresponding assignment here in canvas.

You will then need to be present in on of the sessions  on either Thursday or Friday. A presenter is then chosen at random to show their solution during these sessions. It is important that you attend to exactly one of these sessions if you have made the assignment submission in Canvas.

There will be in total 24 assignment exercises.

  • 20 marks implies 2 bonus points on the exam
  • 12 marks implies 1 bonus point on the exam

 

Project

How to create groups: Create project group

Project part 1:
The aim of this part is to introduce you to mathematical modelling. The Deadline for handing in the report is 25/9 and it should be done through Canvas.

Project part 2:
The aim of this part is to introduce you to AMPL. Deadline for handing in the report is 9/10 and it should be done through Canvas.Handing in:
The model assignment is handed in through Canvas in pdf format only!

More information regarding how to hand in the report will be posted soon...

No more than three persons per group; the report must include on the first page the names of each group member, and the e-mail address of at least one group member.

Language:
English

Writing tools:
Prefarably Latex but other word formatting tools are also ok (such as word, etc) as long as the report is readable as pdf.

 

Student representatives and course evaluation

Useful information about the course evaluation process and your role in the same (Links to an external site.) is found on the Student portal.

Information about being a student representative.

The student representatives for the course are:

Ahmed Groshar ahgroshar@gmail.com
Sana Hamdi sana.hmd@outlook.com
Sanna Persson sanna.persson@live.com
Alexander Rodin rodina@student.chalmers.se
Jesper Strömberg  jesstr@student.chalmers.se

  • The mid-term course evaluation meeting will take place on Friday, September 25, at 13–14

 

Examination

The schedule for exams at MV is found here. Note that this page concerns the GU-version of the course, so instructions about registration for the exam may be different for Chalmers students. The exam and the hours are the same, though.

Dates for exams at Chalmers is found on this link.

Old exams

tenta_TMA947_201029.pdf

tentalosning_TMA947_201029.pdf

tenta_TMA947_200818.pdf

tentalosning_TMA947_200818.pdf

tenta_TMA947_191031.pdf

tentalosning_TMA947_191031.pdf

tenta_TMA947_181101.pdf

tentalosning_TMA947_181101.pdf

tenta_TMA947_180821.pdf 

tentalosning_TMA947_180821.pdf

tenta_TMA947_180405.pdf

tentalosning_TMA947_180405.pdf

tenta_TMA947_180109.pdf

tentalosning_TMA947_180109.pdf

tenta_TMA947_170824.pdf

tentalosning_TMA947_170824.pdf

tenta_TMA947_170412.pdf

tentalosning_TMA947_170412.pdf

tenta_TMA947_170110.pdf

tentalosning_TMA947_170110.pdf

tenta_TMA947_160825.pdf

tentalosning_TMA947_160825.pdf

tenta_TMA947_160405.pdf

tentalosning_TMA947_160405.pdf

tenta_TMA947_160112.pdf

tentalosnins_TMA947_160112.pdf

tenta_TMA947_150827.pdf

tentalosning_TMA947_150827.pdf

tenta_TMA947_150414.pdf

tentalosning_TMA947_150414.pdf

tenta_TMA947_150113.pdf

tentalosning_TMA947_150113.pdf

tenta_TMA947_140422.pdf

tentalosning_TMA947_140422.pdf

tenta_TMA947_131217.pdf

tentalosning_TMA947_131217.pdf

tenta_TMA947_130829.pdf

tentalosning_TMA947_130829.pdf

tenta_TMA947_121217.pdf

tentalosning_TMA947_121217.pdf

tenta_TMA947_120410.pdf

tentalosning_TMA947_120410.pdf

tenta_TMA947_111212.pdf

tentalosning_TMA947_111212.pdf

tenta_TMA947_110426.pdf

tentalosning_TMA947_110426.pdf

tenta_TMA947_101213.pdf

tentalosning_TMA947_101213.pdf

tenta_TMA947_100406.pdf

tentalosning_TMA947_100406.pdf

tenta_TMA947_091214.pdf

tentalosning_TMA947_091214.pdf

tenta_TMA947_090827.pdf

tentalosning_TMA947_090827.pdf

tenta_TMA947_090414.pdf

tentalosning_TMA947_090414.pdf

tenta_TMA947_081215.pdf

tentalosning_TMA947_081215.pdf

tenta_TMA947_080828.pdf

tentalosning_TMA947_080828.pdf

tenta_TMA947_080325.pdf

tentalosning_TMA947_080325.pdf

tenta_TMA947_071217.pdf

tentalosning_TMA947_071217.pdf

Files

Misc:

- Course PM
- List of theorems (3rd Edition of the book)
- List of theorems (2nd Edition of the book)
- Errors in the course book (3rd Edition)
- Index (3rd Edition)
- AMPL intro

Lecture notes:

lecture1.pdf

lecture2.pdf

lecture3.pdf

lecture4.pdf

lecture5.pdf

lecture6.pdf

lecture7.pdf

lecture8.pdf

lecture9.pdf

lecture10.pdf

lecture11.pdf

lecture12.pdf

lecture13.pdf

lecture14.pdf

 

Exercise sets

- Exercise set 1
- Exercise set 2
- Exercise set 3
- Exercise set 4
- Exercise set 5
- Exercise set 6

Computer labs

- Computer exercise 1, PM
- Computer exercise 1, files
- Computer exercise 2, PM
- Computer exercise 2, files

Project

- Project part 1, PM
- Introduction to AMPL

 

AMPL Installation

Ampl

 

 

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Course summary:

Date Details Due