Course information SF1811 Optimization 2021/2022
Teachers
Johan Karlsson (examiner), name.surname@math.kth.se
Linn Engström
Jevgenija Rudzusika
Lena Leitenmaier
Teaching
Johan will be teaching the lectures at KTH in person
Linn will be teaching exercise sessions at KTH in person
Jevgenija will be teaching exercise sessions on zoom id 9359652804:
https://kth-se.zoom.us/j/9359652804 Links to an external site.
Lena Leitenmaier will take over for Jevgenija starting week 50.
Office hours:
Weeks 44,45,46,47: Thursdays 10-11 https://kth-se.zoom.us/j/9359652804 Links to an external site.
Week 48: Wednesday 13:30-14:30 outside room 3721* (7th floor in the math building)
Week 49: Wednesday 10:30-11:30 outside room 3721*
Week 50: Wednesday 13:30-14:30 outside room 3721*
Week 2: Monday 13:30-14:30 outside room 3721*
*Instructions on how to get to room 3721: Enter the building via the Math Departments main entrance on Lindstedtsvägen 25. Then you are on the 5th floor. Take the stairs to the 7th floor, then turn to the left. Enter through the brown glass door; all students have access through this door. Then you are outside room 3721. Note! If you enter the building through another door than the one at the main entrance, you will not have access through the necessary doors!
Course Literature
The main literature for the course is the compendium "Optimization" by Amol Sasane and Krister Svanberg (ASKS), which you can buy at the KTH bookstore Links to an external site.. ASKS contains some exercises, for which solutions are available here. Additional exercises are provided here "Exercises in Optimization" (EXOPT).
We also recommend the book Linear and Nonlinear Optimization, second edition, by Griva, Nash and Sofer. We encourage you to buy this book, especially if you consider taking the follow-up courses SF2812 and SF2822, since it is used as course literature in both these courses. Here you find some information about the book.
Teaching
Lectures 30 hours
Exercises 16 hours
Examination
The compulsory parts of the course consists of three home assignments (2 hp in total) and a written scheduled exam (4hp).
The exam will include an alternative question related to this list Download this list of theory questions. For one of the question numbers, e.g. number four, there will be two alternatives one standard question and one specific theory question from the list. Only answer to one of the two number four questions can be handed in.
No aids, except of course pen, pencil, eraser and ruler, are allowed in the exam. E.g. calculators or dictionaries are not allowed. A formula sheet will be included in the exam: here is a preliminary version Download here is a preliminary version. To participate in the exam you need to register on "Mina sidor", see the link to Studentexpedition matematik for the dates and additional information.
If you are a PhD student you cannot use "Mina sidor" to register for the exam. Instead, you fill in a form and send this by email to elevexp(a)math.kth.se, see Studentexpedition matematik for the dates and additional information.
The exam will be January 12th 14.00-19.00 for all students who have registered for the exam. The five questions in the exam will have a similar form and content as in previous exams. Support for students with disabilities can be given, see Funka and here for more information.
Home assignments which are handed in on time yields bonus credits for the exam: Assignment one and two give 1 credit each and Assignment three gives 2 bonus credits. The exam will consist of five or six problems that all together give a maximal score of 50 credits plus bonus credits. You are guaranteed to pass with 25 credits, including bonus credits. The questions in the exam will be in English and you may write your answers in English or Swedish. Typically the grades will be: E at least 25, D 29, C 34, B 39, and A at least 45 credits, including bonus credits.
Homework assignments
Each group of at most two students hand in a written report on each homework assignment in Canvas www-page: home assignment 1 no later than November 15th, home assignment 2 no later than November 29 and home assignment 3 no later than December 13th 2019. Home assignment 1, 2 and 3 have the titles "A computer program for the simplex method", "A linear programming application" and "Markowitz portfolio problem", respectively. To pass the 2.0 hp home assignments examination, the assignments given this year need to be handed in this academic year. Next academic year the corresponding assignments given that year need to be done, unless the corresponding Ladok credits are obtained.
The aim of the homework assignments is to practice using mathematical concepts and methods and to write a good report. This means that a solution with only formulas is not acceptable. The solution should be similar to the presentation of examples in the course literature. The purpose of the report is to well explain the problem, theoretical background and results for a master student who has taken the course SF1811 but not done this home assignment. Write using your own words and include additional explanations for the steps. In the grading, the teacher considers how well the report: explains the problem, describes the theoretical background, and presents the results.
For instance, the teachers take into account
is the report correct,
is the report well written,
are the figures and derivations well chosen,
will the reader of the report learn something.
The report does not have to be long, probably shorter than 5 pages. Matlab code should be included, e.g in an appendix. The most important is that what is written in the report is correct and that the reader learns something. The form of the report is not important, e.g. it does not matter if the there is table of context or a section "conclusion".
Dates
1/11 2021 The course starts
15/11 2021 Home assignment 1
29/11 2021 Home assignment 2
13/12 2021 Home assignment 3
12/1 2022 Exam