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Syllabus for

Academic year
MVE165 - Linear and integer optimisation with applications
 
Syllabus adopted 2012-02-22 by Head of Programme (or corresponding)
Owner: MPENM
7,5 Credits
Grading: TH - Five, Four, Three, Not passed
Education cycle: Second-cycle
Major subject: Mathematics
Department: 11 - MATHEMATICAL SCIENCES


Teaching language: English
Open for exchange students
Block schedule: LA

Course module   Credit distribution   Examination dates
Sp1 Sp2 Sp3 Sp4 Summer course No Sp
0107 Examination 7,5c Grading: TH   7,5c    

In programs

MPCAS COMPLEX ADAPTIVE SYSTEMS, MSC PROGR, Year 2 (elective)
MPENM ENGINEERING MATHEMATICS AND COMPUTATIONAL SCIENCE, MSC PROGR, Year 1 (elective)
MPSYS SYSTEMS, CONTROL AND MECHATRONICS, MSC PROGR, Year 1 (compulsory elective)
TKTEM ENGINEERING MATHEMATICS, Year 2 (elective)

Examiner:

Professor  Michael Patriksson
Biträdande professor  Ann-Brith Strömberg


Course evaluation:

http://document.chalmers.se/doc/5bd27674-4431-4d83-bdd3-e8ff76378697


  Go to Course Homepage

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. Basic knowledge in MATLAB is desirable.

Aim

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
of
solution approaches. Work with concrete problems during the course enable
the establishment of these insights.

Learning outcomes (after completion of the course the student should be able to)

After completion of this course, the student should be able to: understand the main principles behind the modelling of optimization problems and have a clear overview of the most important classes of optimizationproblems. 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 within this class, including all parts of the chain modelling -> model analysis -> implementation in suitable algorithm/software -> (sensitivity) analysis of an optimal solution.

Content

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 the practical solution of optimization problems. Some of the guest lectures are connected to project assignments, which also constitute the main basis for the examination.


Some typical problems, algorithm techniques and software that will be covered and utilized often over the years are investment, blending, models of energy systems, production and maintenance planning, network models, routing and transport, multi-objective optimization and inventory planning; simplex and interior points methods for linear programming, heuristics, dynamic programming; AMPL, Cplex, and Matlab.

Organisation

A lecture series of mathematical material and a guest lecture series of practical material, project work, as well as oral and written student presentations of projects.

Literature

Optimization. J. Lundgren, M. Rönnqvist, and P. Värbrand. Studentlitteratur, 2010.

Optimization Exercises. M. Henningsson, J. Lundgren, M. Rönnqvist, and P. Värbrand. Studentlitteratur, 2010.

Examination

Passed project assignments, passed exercises, oral and written presentations, opposition, and an oral exam.


Published: Mon 28 Nov 2016.