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課程名稱 |
線性規劃與應用
APPLIED LINEAR PROGRAMMING |
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開課學期 |
96-2 |
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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 |
亞 美 |
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課號 |
IE5039 |
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課程識別碼 |
546 U6090 |
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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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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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為確保您我的權利,請尊重智慧財產權及不得非法影印
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課程概述 |
General: This course provides further development of linear programming. It introduces the student to the special modeling and solution techniques needed for handling large-scale linear programming problems, specialized algorithsm and computational methods. Specific topics include:
1.Advanced modeling techniques.
2.The revised simplex algorithm: the algorithm and its implementation.
3.Handling bounded variables in implicit form.
4.Interior-point linear programming algorithms.
5.Relevant topics from computational linear algebra.
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課程目標 |
Possible Topics for exam problem
1.The simplex algorithmroperties and computational procedures
2. The revised simplex algorithm
3. Handling bounded variables: tableau and matrix format
4. Computational linear algebra I: LU, forward-backward solves, reordering
5. Projection and resolution of vectors
6. Interior algorithms I: Affine-scaling and Path-following
7. Computational linear algebra II: Cholesky, conjugate direction, reordering
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課程要求 |
Prerequisites: Linear Algebra, Deterministic Model in Operations Research. |
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預期每週課後學習時數 |
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Office Hours |
每週五 09:10~12:10 |
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指定閱讀 |
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參考書目 |
1. A. Arbel, Exploring Interior Point Linear Programming: Algorithms and Software, MIT Press, 1993.
2. M. Bazaraa, J. Jarvis, H.D. Sherali, Linear Programming and Network Flows, John Wiley, 2005.
3. G.B. Dantzig, eminiscences about the origins of linear programming,?Operations Research Letters, Vol. 1, 1982, pp. 43-48.
4. G.B. Dantzig and M.N. Thapa, Linear programming, Vol. I, Springer-Verlag, 1997.
5. G.B. Dantzig and M.N. Thapa, Linear programming, Vol. II, Springer-Verlag, 2002.
6. G.B. Dantzig and M.N. Thapa, Linear programming, Vol. III, Springer-Verlag, 2005
7. P.E. Gill, W. Murray and M.E. Wright, Practical Optimization, Academic Press, 1981.
8. G.H. Golub and C.F. Van Loan, Matrix Computations, Third edition, John Hopkins University Press, Baltimore, 1996.
9. L.S. Lasdon, Optimization theory for large systems, McMillan, 1972, reprinted by Dover 2002.
10. D.G. Luenberger, Linear and Nonlinear Programming, Addison-Wesley, 2nd Edition, 1984.
11. R.K. Martin, Large scale linear and integer optimization: A unified approach, Kluwer, 1998.
12. C.D. Meyer, Matrix Analysis and Applied Linear Algebra, SIAM, Philadelphia, 2000
13. K.G. Murty, Linear Programming, John Wiley, 1984.
14. R.J. Vanderbei, Linear Programming: Foundations and Extensions, 2nd edition, Kluwer 2001.
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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. |
Midterm I |
40% |
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2. |
Midterm II |
60% |
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