|
課程名稱 |
非線性規劃
Introduction to Nonlinear Programming |
|
開課學期 |
110-2 |
|
授課對象 |
工學院 工業工程學研究所 |
|
授課教師 |
洪一薰 |
|
課號 |
IE7018 |
|
課程識別碼 |
546 M6010 |
|
班次 |
|
|
學分 |
3.0 |
|
全/半年 |
半年 |
|
必/選修 |
選修 |
|
上課時間 |
星期五2,3,4(9:10~12:10) |
|
上課地點 |
國青101 |
|
備註 |
總人數上限：30人 |
|
|
|
|
課程簡介影片 |
|
|
核心能力關聯 |
核心能力與課程規劃關聯圖 |
|
課程大綱
|
|
為確保您我的權利,請尊重智慧財產權及不得非法影印
|
|
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. |
|
課程目標 |
The tentative outlines are as follows:
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. Unconstrained optimization
6. Constrained optimization: Penalty and barrier functions |
|
課程要求 |
Course policies:
This course conducts the “hybrid class” style, which is lectures in videos and lectures/discussions in classes. The instructor will upload videos including the partial course materials to be discussed in class. You are required to watch the videos and to do homework before or after the lecture. During the lecture, we will not repeat the materials contained in the class video. The scheduled class will cover the discussion of class video, homework, and the course materials not mentioned in the class video. The class lecture will mainly put the focus on the mathematical derivation and problem set discussions, but the notation explanation and calculation will be given in the class video. Homework is typically due on the class day and you are required to submit homework in the beginning of the lecture so that we are able to discuss the homework in class.
Required background:
You may need a working knowledge of calculus, linear algebra, analysis and linear programming.
Course requirements:
Homework will be assigned approximately every or 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. Each person must submit his/her own work in a hard copy, unless the homework specifically indicates that you should work in groups. There are two exams in the semester. All of exams of this course are closed-notes and closed-book, but you are allowed to bring one-sheet note (A4-sized, double-sided) filled with equations or whatever you want in compressed writing or typing. You need to prepare the sheet note on your own. Copying from others is prohibited.
Students must form teams to do a term project by applying the unconstrained or constrained optimization algorithm learned after Exam 2 to a self-selected or assigned problem. The number of students in each team will be determined after the class size is finalized (probably 1-4 students in one team). Each team will make an oral presentation and submit a group report in the final week. All team members must be in class for the team to present.
Grading:
Homework: 10%, Exam 1: 30%, Exam 2: 30%, Term project: 30% |
|
預期每週課後學習時數 |
|
|
Office Hours |
|
|
指定閱讀 |
|
|
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 |
|
評量方式
(僅供參考) |
|
|