課程資訊
課程名稱
確定型模式與方法
Deterministic Models and Methods 
開課學期
101-1 
授課對象
工學院  工業工程學研究所  
授課教師
周雍強 
課號
IE5036 
課程識別碼
546 U6060 
班次
 
學分
全/半年
半年 
必/選修
選修 
上課時間
星期四6,7,8(13:20~16:20) 
上課地點
國青233 
備註
總人數上限:25人
外系人數限制:10人 
Ceiba 課程網頁
http://ceiba.ntu.edu.tw/1011DMM 
課程簡介影片
 
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課程概述

This course provides an introduction to optimization. It is designed to develop mathematical sophistication that is required in research work in production systems engineering and industrial economics. It covers deterministic models and methods that are useful in solving problems of resource configuration, portfolio and mix planning, supply chain control, scenario-based planning, risk management, operation scheduling, and policy design. It is composed of three parts. In the first part, Linear Programming is discussed at a greater depth than in introductory OR courses, with an emphasis on its geometric interpretation. About half of the semester is devoted to equip students with solid knowledge about Linear Programming and its software tools and applications. In the second part, the knowledge on Linear Programming will be extended to Non-linear Programming, Integer Programming, and Stochastic Linear Programming. In the third part, we will discuss dynamic optimization and optimal control and their application to supply chain control and policy design.
 

課程目標
This course has dual objectives. For research-oriented students, this course will further develop their mathematical sophistication for advanced graduate courses. For application-oriented students, this course will provide them with solid knowledge about deterministic models and methods and related software tools. The software tool Lindo/Lingo will be used throughout the course to enhance hands-on experience and skills. 
課程要求
This course is suitable for both graduate and upper-level undergraduate students with prior knowledge of introductory Operations Research.  
預期每週課後學習時數
 
Office Hours
 
指定閱讀
 
參考書目
(1)Introduction to Linear Optimization, by Bertsimas and Tsitsiklis, Athena Scientific, 1997, chapters 1, 2 (geometry of LP), 4 (duality), 5 (sensitivity), 10 (IP formulation), 11 (IP methods).
(2)Introduction to Stochastic Programming, by John R. Birge and F. Louveaux, Springer-Verlag, New York, 1997, Chapters 1-4.
(3)Linear and Nonlinear Programming, by Stephen Nash and Ariela Sofer, McGraw-Hill International Edition, 1996. Chapters 2 (fundamentals of optimization), and 10 (unconstrained optimization).
(4)Dynamic Optimization, by Alpha C. Chiang, 1992, McGraw-Hill, Chapters 1, 2, 7, 8. Or, Dynamic programming and optimal control, Dimitri P. Bertsekas, 2nd edition, Chapter 4. 
評量方式
(僅供參考)
 
No.
項目
百分比
說明
1. 
Homework 
40% 
 
2. 
Mid-term exam 
30% 
 
3. 
Final exam 
30% 
 
 
課程進度
週次
日期
單元主題
第1週
9/13  Introduction 
第2週
9/20  Review Linear algebra 
第3週
9/27  Linear programming
 
第4週
10/04  Linear programming
 
第5週
10/11  LINGO and application
 
第6週
10/18  Duality
 
第7週
10/25  NLP: KKT conditions
 
第8週
11/01  Integer program: modeling
 
第9週
11/08  Mid Term Exam
 
第10週
11/15  校慶 
第11週
11/22  Integer program: methods
 
第12週
11/29  IP Application: setup reduction
 
第13週
12/06  Stochastic linear program
 
第14週
12/13  Linear dynamic systems 
第15週
12/20  Unconstrained optimization
 
第16週
12/27  Dyamic optimization
 
第17週
1/03  Optimal control