|MVE165 - Applied optimisation
| Syllabus adopted 2008-02-27 by Head of Programme (or corresponding)
|Grading: TH - Five, Four, Three, Not passed
|Education cycle: Second-cycle
Major subject: Mathematics
Department: 11 - MATHEMATICAL SCIENCES
Teaching language: English
MPALG COMPUTER SCIENCE - ALGORITHMS, LANGUAGES AND LOGIC, MSC PROGR, Year 2 (elective)
MPENM ENGINEERING MATHEMATICS AND COMPUTATIONAL SCIENCE, MSC PROGR, Year 1 (elective)
MPSYS SYSTEMS, CONTROL AND MECHATRONICS, MSC PROGR - All specializations, Year 1 (elective)
Professor Michael Patriksson
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Eligibility:For single subject courses within Chalmers programmes the same eligibility requirements apply, as to the programme(s) that the course is part of.
Course specific prerequisites
Linear algebra, analysis in one and in several variables.
A main purpose with the course is to give the students an overview of
important areas where optimization problems often are considered in
applications, and an overview of some important practical techniques for
their solution. Another purpose of the course is to provide insights into
such problem areas from both a application and theoretical perspective,
including the the analysis of an optimization model and suitable choices
solution approaches. Work with concrete problems during the course enable
the establishment of these insights.
lösningsansatser. Självständigt arbete med konkreta problem under
kursens stadfäster och bekräftar sedan dessa insikter.
Learning outcomes (after completion of the course the student should be able to)
After the completion of the course the student should understand the main
principles behind the modelling of optimization problems and have a clear
overview of the most important classes of such problems. Within each class
the student shall have reached insights about at least one basic solution
technique and be able to complete an entire optimization project in each
class, including all parts of the chain modelling --> model analysis -->
implementation in suitable algorithm/software --> (sensitivity) analysis
of an optimal solution.
This course describes with the aid of practical cases how optimization problems are modelled and solved in practice. In addition to a lecture series given by staff at MV there is a series of guest lectures mainly by staff at other departments of Chalmers and Göteborg University. The contents of the course may therefore vary in terms of topics between the years, but a common thread is that the course is about the practical solution of optimization problems. Some of th guest lectures are connected to project assignments, which also is the main basis for the examination.
Some typical problems, algorithm techniques and software that will be covered and utilized often over the years are:
Routing and transport
Simplex and interior points methods for LP
Lecture series of mathematical material
Guest lecture series of practical material
Student presentations of projects
An Introduction to Optimization, by N. Andreasson, A. Evgrafov, and M. Patriksson, published by Studentlitteratur in 2005
Operations Research, 8th edition, by H. A. Taha 2007
Project assignments, oral and written presentations and opposition