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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 |
99-2 |
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授課對象 |
工學院 工業工程學研究所 |
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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 |
星期五2,3,4(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/992nlp |
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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 |
Part 1
1. Review of calculus
2. Convex analysis
Part 2
3. Optimality conditions and duality (unconstrained problems, problems having inequality constraints, problems having inequality and equality constraints, second-order necessary and sufficient optimality conditions)
4. Lagrangian duality and saddle point optimality conditions
Part 3
5. The concept of an algorithm
6. Unconstrained optimization
7. Penalty and barrier functions
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課程要求 |
Homework will be assigned approximately once every two weeks. Homework will be posted on the course website with associated due dates. Late assignments will be accepted only in case of unavoidable occurrences. You are encouraged to discuss homework and learn from each other, but each person must submit his/her own work, unless the homework specifically indicates that you should work in groups.
There are two midterm exams and final exam. All of exams of this course are closed-notes and closed-book, but you are allowed to bring one-page (A4-sized, double-sided) of “cheat sheet” filled with equations or whatever you want in compressed writing or typing. You need to prepare the cheat sheet on your own. Copying from others is prohibited. You need to turn in the exam with your own cheat sheet.
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預期每週課後學習時數 |
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Office Hours |
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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
Luenberger and Ye, Linear and nonlinear programming
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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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