First page
4/05/2015 The results of Home Assignment O1 are now available under lecture 02 in the table below. Please contact me if you have any questions.
2/06/2015 The preliminary results of Home Assignments O1, O2, H1 are now available under Lecture O2 in the table below. Please contact me if you have any questions.
2/06/2015 Assignments 4 (O2) and 5 (H1), and final evaluation of assignments 3-5: I kindly ask all of you to meet me and discuss the final evaluation of your optimization/heuristics assignments. Please come (teams, individually) to my office either on Wednesday (10:15-12:00 or 17:15-18:00) or on Thursday 15:15-17:00. Reminder: Today we meet at 15:15 in room E:2517 to disuss the solutions of O2 and H1.
MPP
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If you want to do the home exam, please send me (Christian) an email before the 8:th of June. You will get an e-mail with the home exam just after the 8:th of June.
Optimization - messages (Michal Pioro)
On Tuesday, June 2, in room E:2517 at 15:15-17:00 we will discuss the proper solutions to O2 and H1.
On Wednesday, June 3, I invite you to my office (E:2537) at 10:15-12:00 for individual discussions on the final assignments evaluation.
4/05/2015 The results of Home Assignment O1 are now available under Lecture O2 in the table below. Please contact me if you have any questions.
27/04/2015 Home Assignment H1 is available under link Exercise 5. We will discuss it during Computer Exercises 4 on Wedensday at 8:15-10:00.
27/04/2015 Solutions of the problems in Home Assignment O1 are available under link Lecture O3.
27/04/2015 Home Assignment O2: formulation of Problem 2 has been (slightly) modified.
27/04/2015 You will find a nice illustration of simulated annealing applied to the travelling salesman problem at:
http://www.bookstaber.com/david/opinion/SATSP.pdf
27/04/2015 We will dicuss Home Assignment O2 tomorrow during Computer Exercises 3 at 10:15-12:00.
27/04/2015 The third part of the lecture presentations (heuristics) is now available under link Lecture H1 in the table below.
26/04/2015 On Tuesday April 28, 15:15-17:00 (in my office) I will be answering your questions (individually with the teams) concerning Home Assignment O1 and evaluate your submitted reports.
26/04/2015 A set of exercises (homework) for path generation, branch and bound, piece-wise linear approximation and convexification is available in the table under link Exercises 3.
23/04/2015: The deadline for sending the solutions of Home Assignment O1 to me (mpp@eitl.lth.se) is prolonged until Sunday, April 26, 15:00. Further prolongation is not foreseen, however.
You are encouraged to solve the assignment in 2-people teams, as for the Simulation part. Certainly, you may solve them individually as well.
20/04/2015: Home Assignment O2 is now available under link Exercise 4. Please read the problem formulations - we will discuss them next week.
19/04/2015: The second part of optimization course presentation is available now (link in the table under Lecture O5).
19/04/2015: Integer programming examples (pdf file) and the Matlab scripts for two first examples (slide7 and slide 8, respectively) are available under link Comp. Ex.2 below.
15/04/2015: Home Assignment O1 is now available under link Exercise 2. Please read the problem formulations - we will discuss them tomorrow at 15:15 (after the second lecture).
15/04/2015: Linear programming examples (pdf file) and the Matlab scripts for two first examples (slide1 and slide 3, respectively) are available under link Comp. Ex.1 below.
10/04/2015: Please look at
http://se.mathworks.com/help/optim/ug/example-linear-programming.html
to see how linear programming can be applied with Matlab. Take the example from slide 17 and solve it using Matlab.
09/04/2015: You are welcome to visit my office (room no. 2537) on Friday, April 10, 15:15 - 16:00 for free discussions related to lectures O1 and O2.
08/04/2015: The first part of optimization course presentation is available now (link in the table under Lecture O1).
08/04/2015: A set of exercises (homework) for Lecture O1 is available in the table under link Exercises 1.
Simulation - messages (Christian Nyberg)
06/04/2015: Times for the eight consulting hours on the first two home assignments can be found below the table with the lectures and exercises.
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The course consists of three parts:
- discrete event simulation
- optimization
- heuristic methods.
Teachers and administrators
Christian Nyberg, Christian.Nyberg@eit.lth.se (course coordinator, teacher, blue fields)
Michal Pioro, Michal.Pioro@eit.lth.se (teacher, white fields)
Marianne Greiff-Svensson, marianne.greiff_svensson@eit.lth.se (course administrator)
Lectures and exercise classes
Day and time |
Type |
Contents |
Wed 25 March, 8-10 |
Lecture S1 |
|
Thu 26 March, 8-10 |
Lecture S2 |
|
Mon 30 March, 8-10 |
Lecture S3 |
|
Tue 7 April 13-15 |
Lecture S4 |
random number generation, choosing input distributions |
Wed 8 April 15-17 |
Lecture S5 |
simulating process trajectories, validation and verification |
Thu 9 April 8-10 |
Lecture O1 |
|
Fri 10 April 13-15 |
Lecture O2 |
|
Mon 13 April 8-10 |
Exercise 1 |
|
Mon 13 April 13-15 |
Lecture O3 |
|
Tue 14 April 13-15 |
Exercise 2 |
|
Wed 15 April 8-10 |
Comp. Ex.1 |
|
Thu 16 April 8-10 |
Lecture O4 |
duality in linear programming, path generation through dual separation |
Thu 16 April 13-15 |
Lecture O5 |
|
Mon 20 April 8-10 |
Exercise 3 |
|
Mon 20 April 13-15 |
Comp. Ex. 2 |
|
Tue 21 April 8-10 |
Lecture O6 |
modelling non-linearity, computational complexity and NP-hardness |
Tue 21 April 10-12 |
Exercise 4 |
|
Mon 27 April 8-10 |
Lecture H1 |
|
Mon 27 April 13-15 |
Lecture H2 |
simulated annealing, evolutionary algorithms, GRASP |
Tue 28 April 8-10 |
Exercise 5 |
|
Tue 28 April 10-12 |
Comp. Ex. 3 |
testing integer programming solvers and QA HA O2 / QA 15-17 |
Wed 29 April 8-10 |
Comp. Ex. 4 |
solving optimization problems using heuristics and QA HA H1 |
Tue 19 May 13-15 |
Lecture S6 |
Monte Carlo techniques |
Wed 3 June 10-12 |
Feedback |
|
The times and places can be found by using LTH’s schedule generator.
Consulting hours for the first two home assignments. They take place in room E:2536. Come and ask any questions on the assignments!
- 7 April 15-16
- 10 April 15-16
- 13 April 15-16
- 15 April 14-15
- 17 April 13-14
- 20 April 15-16
- 21 April 13-14
- 24 April 10-11
Home assignments
There are five home assignments that you must complete to pass the course. There will be two on discrete event simulation, two on optimization and one on heuristic methods. The deadlines for the home assignments can be found below. If a home assignment is not approved in the due time, you will get a second chance to hand it over, but not later than one week after when you got it back. If you miss any of such deadlines, you cannot get a grade higher than 3.
Home Assignment 1 Template java program for event scheduling which can be used in assignment 1
A matlab program for calculating the confidence intervals
A description of the output of the matlab program above
Home Assignment 2 Template program for process interaction method for assignment 2
The other three home assignments will soon appear here!
Home exam
To get a higher grade than 3, you must pass the take-home exam. From the take-home exam you can get the grades not passed, passed and passed with distinction. Observe that the take-home exam is to be done individually, that is, you may not do it in cooperation with other students.
Final grade
Your final grade will be determined by the table below.
Home assignments and project |
Home exam |
Final grade |
Passed |
Not done or not passed |
3 |
Passed within deadline |
Passed |
4 |
Passed within deadline |
Passed with distinction |
5 |
Literature
The following literature will be used in the optimization part and in the heuristic methods part of the course:
- M. Pióro and D. Medhi. Routing, Flow, and Capacity Design in Communication and Computer Networks, Morgan-Kaufmann, 2004
- L. Lasdon. Optimization Theory for Large Systems, MacMillan, 1970
- L.A. Wolsey. Integer Programming, J.Wiley, 1998
- M. Pióro. Network Optimization Techniques, Chapter 18 in E. Serpedin, T. Chen, and D. Rajan: Signal Processing, Communications, and Networking, CRC Press, 2012
For the discrete event simulation part of the course the following book can be used:
- C.A. Chung, Simulation Modeling Handbook – A Practical Approach, CRC Press
Deadlines
Here are the deadlines for the home assignments:
Assignment |
Subject of assignment |
Deadline |
1 |
Event scheduling approach |
20 April |
2 |
Process interaction approach |
27 April |
3 |
Optimization 1 |
24 April |
4 |
Optimization 2 |
29 May |
5 |
Heuristics |
29 May |