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Optimization (WiSe 2016)

Welcome to the Wiki of the MSc lecture Optimization (VL: 19400701, UE: 19400702)

General Information

SWS: 2+2 ECTS: 6
Lecturers: Alexander Bockmayr, Knut Reinert
Exercises: Annika Röhl
Language: English

News

Results of the second exam ("Nachklausur") are online.
The second exam (Nachklausur) is scheduled for Tuesday, April 25, 16:15 - 17:45, SR 006/T9
The exam inspection (Klausureinsicht) will take place on April 19, 13:30 - 14:00, in SR 108/109, Arnimallee 6.
Results of the first exam ("Klausur") are online.

Sign up for the mailing list:

https://lists.fu-berlin.de/listinfo/listoptiWS16

General notes regarding the exercises:

  • please sign up to a group of three (See KVV)
  • assignments will be available at least ten days before due date so you have time to ask questions during the exercise (See KVV)
  • to pass the course, you need to pass the exam in the end, and you need to pass the exercises (formal requirement Aktive Teilnahme)
  • to pass the exercises you need to pass the theoretical assignments, the programming assignments and the reviews
  • if you successfully passed the exercises in a previous semester, i.e. all the requirements, you do not need to take the exercises again (although it is highly recommended)
  • however partial results from previous semesters cannot be taken into account, e.g. if you only passed programming but not the review, you need to take programming again, as well.

Theoretical assignments:

  • there are six assignment sheets with 3-4 tasks each, every week one sheet is due
  • you have to hand in solutions for the theoretical part. (It is sufficient to write something down, which shows you thought about the exercises and tried to solve it. You do not have to have an exact solution).
  • and the reviews will test the theory, as well, see below

Programming assignments:

  • there are three programming assignments, one is due every two weeks
  • you get to work on them in groups of three
  • every two weeks each student have to explain the code
  • failure to present a solution more than once means failing the exercises
  • programming assignments are collected and graded
  • Each group has to send an .m-file at due date to annika.roehl@fu-berlin.de
  • For each exercise you can score 3 Points:
    3 Pts = program runs without errors
    2 Pts = program contains small errors
    1 Pts = program contains critical errors
    0 Pts = no program submitted
  • You need to reach at least 75% of the combined points
  • programs need to build with MATLAB

For more information, see the KVV.

Times and Places

  • The lecture will start on December 13th, 2016, and end on February 17th, 2017.

EventSorted ascending Day Time Address Room
Exercise Fri 12-14 Arnimallee 6 SR 032
Exercise Fri 14-16 Arnimallee 6 SR 032
Lecture Tue 10-12 Takustr. 9 SR 006
Lecture Thu 10-12 Takustr. 9 SR 006

Content

  • Linear optimization, polyhedra, Simplex algorithm, duality
  • Integer linear optimization, branch and bound, cutting planes, branch and cut
  • Constraint programming
  • Local search and metaheuristics
  • Polynomial approximation of NP-hard optimization problems

Schedule

Date Lecture Lecturer
13.12.-05.01. Linear Optimization  
13.12.2016 Lecture 1: Introduction to linear optimization Bockmayr
15.12.2016 Lecture 2: Polyhedra and Simplex algorithm Bockmayr
16.12.2016 Exercise 0 Röhl
03.01.2017 Lecture 3: Simplex algorithm, application to metabolic networks Bockmayr
05.01.2017 Lecture 4: Duality, complexity of LP Bockmayr
06.01.2016 Exercise 1 Röhl
10.01.-26.01. Integer Linear Optimization  
10.01.2017 Lecture 5: ILP - Introduction Reinert
12.01.2017 Lecture 6: ILP - Modelling Reinert
13.01.2016 Exercise 2 Röhl
17.01.2017 Lecture 7: ILP - Branch-and-Cut I Reinert
19.01.2017 Lecture 8: ILP - Branch-and-Cut II Reinert
20.01.2017 Review 1 (during exercises) and Exercise 3 Röhl
24.01.2017 Lecture 9: ILP - Lagrange I Reinert
26.01.2017 Lecture 10: ILP: Lagrange II Reinert
27.01.2016 Exercise 4 Röhl
31.01.-14.02. Constraint Programming and Metaheuristics  
31.01.2017 Lecture 11: Constraint programming I Bockmayr
02.02.2017 Lecture 12: Constraint programming II Bockmayr
03.02.2016 Exercise 5 Röhl
07.02.2017 Lecture 13: Constraint and integer programming Bockmayr
09.02.2017 Lecture 14: Local search and metaheuristics I Bockmayr
10.02.2017 Review 2 (during exercises) and Exercise 6 Röhl
14.02.2016 Lecture 15: Local search and metaheuristics II Bockmayr
16.02.2016 Rehearsal Bockmayr/Reinert
17.02.2016 Tutorial Annika

Additional Material

In this wiki you find additional material for the lectures and exercises (send your wiki login name to Annika Röhl to get access): AdditionalMaterial

2nd Exam (2. Klausur)

Matrikelnummer points mark
xxx0974 61,00 2,7
xxx1484 66,50 2,0
xxx2442 65,50 2,3
xxx2669 62,50 2,3
xxx4181 49,00 3,3
xxx4579 82,50 1,0
xxx5466 58,00 2,7
xxx6359 62,50 2,3
xxx8973 71,50 1,7
xxx8424 80,00 1,0

1st Exam (Klausur)

Matrikelnummer points mark
xxx0439 63,5 2,3
xx60827 66,5 2,0
xx80827 44,5 3,7
xxx0974 8 5,0
xxx1030 68,0 2,0
xxx1189 65,0 2,3
xxx1220 61,0 2,7
xxx2099 80,0 1,0
xxx2142 65,5 2,3
xxx2164 46,0 3,7
xxx2207 40,0 4,0
xxx2427 46,0 3,7
xxx2669 36,0 5,0
xxx2684 47,5 3,7
xxx3404 28,5 5,0
xxx3686 77,5 1,3
xxx4021 65,5 2,3
xxx4038 44,0 4,0
xxx4140 60,0 2,7
xxx4200 73,0 1,7
xxx4220 51,0 3,3
xxx4280 41,0 4,0
xxx4911 58,0 2,7
xxx5466 0,0 5,0
xxx5950 47,5 3,7
xxx6378 46,5 3,7
xxx6770 74,5 1,7
xxx6812 53,5 3,0
xxx8012 50,5 3,3
xxx8427 40,0 4,0
xxx8685 43,5 4,0
xxx8813 41,0 4,0
xxx9780 48,0 3,7

Exercises

Nr. Link Discussion
0 Exercise 0 16.12.2016
1 Exercise 1 6.1.2017
2 Exercise 2 13.1.2017
3 Exercise 3 20.1.2017
4 Exercise 4 27.1.2017
5 Exercise 5 2.2.2017
6 Exercise 6 9.2.207

PracticalExercises

Results Review 1
MatrNr Pts
xxx8012 33.25
xxx8685 25
xxx1030 43.5
xxx6812 44
xxx4911 32.5
xxx4038 26.5
xxx1043 17.5
xxx5466 38.5
xxx3404 36.5
xxx4220 28
xxx4280 26.75
xxx8813 34
xxx8424 47
xxx0827 45.25
xxx8427 35.5
xxx8054 43
xxx2142 40.75
xxx0974 32.5
xxx9780 44
xxx1220 22.25
xxx4021 41.5
xxx3423 34
xxx2099 45.75
xxx0439 37
xxx3686 42.5
xxx4140 46.5
xxx4579 42
xxx6770 44
xxx1484 34.5
xxx2427 27
xxx2684 31.5
xxx6378 47.5
xxx4200 44.5

Results Review 2
MatrNr Pts
xxx8012 42.5
xxx8685 33.5
xxx1030 47.5
xxx6812 30
xxx4911 28.5
xxx4038 36
xxx1043 33
xxx5466 30.9
xxx3404 39
xxx4220 42.5
xxx4280 25.5
xxx8813 32
xxx8424 27.5
xxx0827 43
xxx8427 40.5
xxx2142 38.5
xxx0974 40
xxx9780 42.5
xxx1220 35.5
xxx4021 40.5
xxx3423 36
xxx2099 43
xxx0439 30.5
xxx3686 41
xxx4140 38
xxx4579 28.5
xxx6770 43
xxx1484 31
xxx2427 40.5
xxx2684 24
xxx6378 41.5
xxx4200 34
xxx8054 31
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