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課程名稱 |
非線性規劃
INTRODUCTION TO NONLINEAR PROGRAMMING |
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開課學期 |
98-2 |
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授課對象 |
工學院 機械工程學研究所 |
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授課教師 |
洪一薰 |
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課號 |
IE7018 |
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課程識別碼 |
546 M6010 |
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班次 |
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學分 |
3 |
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全/半年 |
半年 |
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必/選修 |
選修 |
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上課時間 |
星期三2,3,4(9:10~12:10) |
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上課地點 |
國青233 |
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備註 |
總人數上限：30人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/982NLP |
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課程簡介影片 |
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核心能力關聯 |
核心能力與課程規劃關聯圖 |
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課程大綱
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課程概述 |
The main topics of the course are the basics of nonlinear optimization, constrained and unconstrained, with the main focus on characterizing the solutions of such problems through optimality conditions and describing the ideas behind modern algorithms for finding these solutions. |
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課程目標 |
Tentative outline:
1. Review of calculus
2. Convex analysis
3. Necessary and sufficient optimality condition
4. Algorithms for unconstrained optimization: general algorithm, line search, steepest descent and Newton methods, and convergence analysis
5. Algorithms for unconstrained optimization: rate of convergence of steepest descent and Newton method
6. Optimality conditions for constrained optimization
7. Algorithms for constrained optimization
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課程要求 |
Homework: 10%, Midterm I: 30%, Midterm II: 30%, Final Exam: 30% |
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預期每週課後學習時數 |
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Office Hours |
每週二 09:00~12:00 |
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指定閱讀 |
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參考書目 |
Bazaraa, Sherali, and Shetty: Nonlinear programming: theory and algorithms
Bertsekas, Nonlinear programming: 2nd edition
Nocedal and Wright, Numerical Optimization
Nash and Sofer, Linear and Nonlinear Programming
(Please adhere to pertinent regulations/laws on intellectual property rights.
Do not use pirated textbooks.)
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評量方式
(僅供參考) |
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No. |
項目 |
百分比 |
說明 |
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1. |
Homework |
10% |
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2. |
Midterm 1 |
30% |
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3. |
Midterm 2 |
30% |
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4. |
Final exam |
30% |
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