SF2812 Applied Linear Optimization 7.5 credits

Tillämpad linjär optimering

The course gives a deepened and broadened theoretical and methodological knowledge in linear and integer programming. Some subjects dealt with in the course are: The simplex methods, interior methods, decomposition, column generation, stochastic programming, Lagrangian relaxation and subgradient methods in integer programming.

The course also gives training in modeling and solving practical problems, and to present the results in talking as well as writing.

  • Education cycle

    Second cycle
  • Main field of study

    Mathematics
  • Grading scale

    A, B, C, D, E, FX, F

Course offerings

Spring 19 SAP for Study Abroad Programme (SAP)

  • Periods

    Spring 19 P3 (7.5 credits)

  • Application code

    20043

  • Start date

    15/01/2019

  • End date

    15/03/2019

  • Language of instruction

    English

  • Campus

    KTH Campus

  • Tutoring time

    Daytime

  • Form of study

    Normal

  • Number of places

    No limitation

  • Course responsible

    Anders Forsgren <andersf@kth.se>

  • Teacher

    Anders Forsgren <andersf@kth.se>

  • Target group

    Study Abroad Programme

Intended learning outcomes

To deepen and broaden the theoretical and methodological knowledge in linear and integer programming.

To give training in the art of modeling and solving practical problems, and in presenting the results in talking and in writing.

Course main content

Theory and methods:

The simplex method and interior point methods for linear programming. Utlization of problem structure, e.g., decomposition and column generation. Stochastic programming, methods and utilization of problem structure. Branch-and-bound methods for integer programming. Lagrangian relaxation and subgradient methods for integer programming problems with special structure.

Projects:

This part of the course consists of modeling practical optimization problems and using available optimization software to solve them. The projects are carried out in small groups. An important aspect of the course is cooperation within the group as well as presentations in talking and in writing.

Eligibility

In general:

150 university credits (hp) including 28 hp in Mathematics,  6 hp in Mathematical Statistics and 6 hp in Optimization. Documented proficiency in English corresponding to English B.

More precisely for KTH students:

Passed courses in calculus, linear algebra, differential equations, mathematical statistics, numerical analysis, optimization.

Literature

To be announced at the beginning of the course. Preliminary literature:

Linear and Nonlinear Programming by S.G.Nash och A.Sofer, McGraw-Hill, and some material from the department.

Examination

  • PRO1 - Project, 1.5, grading scale: A, B, C, D, E, FX, F
  • PRO2 - Project, 1.5, grading scale: A, B, C, D, E, FX, F
  • TEN1 - Examination, 4.5, grading scale: A, B, C, D, E, FX, F

Requirements for final grade

A written exam (TEN1; 4,5 hp).
Projects (PRO1; 3 hp).

Offered by

SCI/Mathematics

Contact

Anders Forsgren (andersf@kth.se)

Examiner

Anders Forsgren <andersf@kth.se>

Version

Course syllabus valid from: Autumn 2011.
Examination information valid from: Autumn 2007.