TMA947/MMG621 Nonlinear optimisation

Exam review

The exam review will be held on Thursday 28/11 at 12.00 in MVL13.

There you can collect your exam and ask questions regarding the corrections.

 

Exam and solutions

tenta_TMA947_191031.pdf

tentalosning_TMA947_191031.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.

 

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

Michael Patriksson
Examiner
Professor of applied mathematics, Mathematical Sciences
Email: mipat@chalmers.se, Tel: 772 5329, Room: L2084

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

Edvin Åblad
Exercise assistant
Ph.D. student, Mathematical Sciences and Fraunhofer-Chalmers Centre
Email: edvin.ablad@chalmers.se

 

Course literature

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

 

Program

The schedule of the course is in TimeEdit.

Lectures

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

Lecture Date Chapter Content
1 3/9 1-2 Course presentation, introduction to optimization, notations, classification
2 9/9 3 Convex sets, convex functions, convex problems
3 10/9 4 Introduction to optimality conditions
4 16/9 11 Unconstrained optimization algorithms
5 17/9 5.1-5.4 Optimality conditions
6 23/9 5.5-5.9 Optimality conditions
7 24/9 6 Lagrangian duality
8 1/10 7-8 Introduction to linear programming
9 2/10 9 Linear programming
10 7/10 10 Linear programming duality
11 8/10 3, 4.4, 6.4 Convex optimization
12 14/10 --- Integer programming
13 15/10 12 Feasible direction methods

14

21/10 13 Constrained optimization
15 22/10 --- Summary of the course

 

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.

Exercise Date Assignment exercises Exercises Teacher exercises
1 6/9 E1.2, E1.6-E1.9, 1.1, 1.2, 1.4  E1.1, E1.4, 1.3
2 9/9 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 13/9 4.2, 4.3, 4.4, 4.5, 4.12, 4.15, 4.16  4.1, 4.4b, 4.6, 4.13
4 16/9 E1.3, E1.5, E1.10, E1.11 11.3, 11.6, 11.9, 11.11, 11.13 11.5, 11.7, 11.4
5
20/9
     
6 23/9 E2.5, E2.7, E2.8, 11.2  5.1, 5.3--5.10, 5.12, E3.1, E3.2, E3.4, E3.6 5.2, E3.3
7 27/9 E3.8, 6.1--6.3, 6.5--6.9, 6.11--6.12  5.11, E3.7, 6.4, 6.10
8 30/9 E3.5, E3.9, E3.10, E3.11  8.2--8.5, 8.7, E4.1, E4.4  8.1, E4.2
9 4/10 9.2--9.3, 9.5--9.6, E4.6, E4.8--E4.11  8.6, 9.1, 9.4
10 7/10 E4.3, E4.5, E4.7, E4.12  10.1-10.12,10.14-10.17, E5.4, E5.6, E5.8  E5.1, E5.2, 10.13
11 11/10 E5.10, E5.12, Section 6.4.2 in the course book  E5.9, E5.13
12 14/10 E5.3, E5.5, E5.7, E5.11  12.1--12.3, 12.5--12.14 12.4, E6.4
13 18/10 13.1--13.4, 13.6--13.8  13.3, 13.5
14 21/10 E6.1, E6.2, E6.5, E6.6
15 25/10 Old exam

 

Computer labs

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

Please choose one time slot for Computer lab 1 at the following link:
https://choodle.portal.chalmers.se/X62SwbiWXggvJ5Sg

Please choose one time slot for Computer lab 2 at the following link:
https://choodle.portal.chalmers.se/dI6qfP82VOR8orAC

 

Lab Date Content
1 19/9 Steepest descent, Newton's method
1 26/9 Steepest descent, Newton's method
AMPL 3/10 Students test AMPL and can ask teachers for help
2 10/10 Penalty methods, KKT condition
2 17/10 Penalty methods, KKT condition

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Assignment exercises

In order to get bonus points for the exam, a number of assignment exercises should be solved. These are to be prepared by the students for the exercise session in order to obtain a mark (one of the students who has prepared the assignment exercise will be chosen to demonstrate it on the blackboard). The assignment exercises for each exercise session can be found in the program above.

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


Note 1: If you mark an assignment exercise and are chosen to demonstrate it on the blackboard and have not prepared it, you will lose all of your marks.

Note 2: The bonus points obtained through the assignment exercises are valid one year.

Project

Project part 1:
The aim of this part is to introduce you to mathematical modelling. The Deadline for handing in the report is 27/9 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 11/10 and it should be done through Canvas.

An introduction to AMPL can be found here.

The necessary AMPL-files are: Belgium.mod, Belgium.dat, and Belgium.run.


Handing in:
The model assignment is handed in through Canvasin pdf format only!

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


No more than two 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 wordformatting tools are also ok (such as word, etc) as long as the report is readable as pdf.

 

Student representatives

The student representatives for the course are:

Maitreya Deepak Dave maitreya@student.chalmers.se
David Larsson lardavi@student.chalmers.se
Sebastian Oleszko oleszko@student.chalmers.se
Julia Szulc juliasz@student.chalmers.se
Mattias Torstensson mattors@student.chalmers.se

 

Examination

Old exams

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

Lectures:

- Lecture 1
- Lecture 2
- Lecture 3
- Lecture 4
- Lecture 5
- Lecture 6
- Lecture 7
- Lecture 8
- Lecture 9
- Lecture 10
- Lecture 11
- Lecture 12
- lecture13.pdf
-lecture14.pdf
-course_summary.pdfcourse_summary.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_mswin32.zip

ampl_linux-intel32.zip

ampl_macosx64.zip

For ampl-mswin64: https://send.firefox.com/download/1778d99be39a0b21/#CwMmqzTDWlUO-cmjsyMv8Q

For ampl-linux-intel64: https://send.firefox.com/download/6185fed2aa5f2f4d/#SWe3u8BSGgdN8O5EBH9dsQ

 

 

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Course summary:

Date Details Due