Deterministic Models and Methods for Production System Engineering
2005.08
一、課程簡介: Over the last two decades, many vertically integrated enterprises have been rapidly replaced by more flexible supply chains. This development has marked a new era in production systems. In this course, we will discuss the configuration, scheduling and economics problems of the new production systems, and relevant mathematical tools of analysis, modeling and optimization.

二、先修課程: introductory Operations Research

三、參考書目:
1. Class note
2. Introduction to Linear Optimization, by Bertsimas and Tsisiklis, Athena Scientific, 1997.
3. Introduction to Stochastic Programming, by John R. Birge and F. Louveaux, Springer-Verlag, New York, 1997, Chapters 1-4.
4. Dynamic Optimization, by Alpha C. Chiang, 1992, McGraw-Hill, Chapters 1, 2, 7, 8.

四、Grading: homework (40%), mid term exam (25%), final exam (25%), term paper (10%)

五、Topics
1. Linear Programming and Duality (5 weeks)
2. Stochastic Programming (2 weeks)
3. Integer Programming and Logic (2 weeks)
4. Non-linear Programming (2 week)
5. Optimal Control Theory (2 weeks)
6. Constraint Satisfaction (1 weeks)