課程名稱 |
最佳化概論 Introduction to Optimization |
開課學期 |
104-1 |
授課對象 |
工學院 工業工程學研究所 |
授課教師 |
周雍強 |
課號 |
IE7039 |
課程識別碼 |
546EM6000 |
班次 |
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學分 |
3 |
全/半年 |
半年 |
必/選修 |
選修 |
上課時間 |
星期四7,8,9(14:20~17:20) |
上課地點 |
國青101 |
備註 |
本課程以英語授課。與洪一薰合開 總人數上限:30人 |
Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1041NLP |
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 |
課程大綱
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課程概述 |
This course provides an introduction to optimization. It is composed of four modules. In Module I, mathematical preliminaries are developed. In Module II, foundation of vector space, function convexity and unconstrained optimization are introduced. In Module III, Linear Programming is discussed at a greater depth than in introductory Operations Research (OR) courses, with an emphasis on its geometric interpretation. Students develop solid knowledge of Linear Programming and its software tools and applications. In Module IV, the knowledge of the first three modules is extended to Integer Programming, Nonlinear Programming and Dynamic Programming at an introductory level to broaden the knowledge of optimization. In each module, application-oriented models are discussed.
This course is intended for Masters and PhD graduate students with prior knowledge of introductory OR and Calculus. |
課程目標 |
It is designed for developing mathematical sophistication that is required in research work and it covers deterministic models and methods that are useful in solving problems of resource configuration, portfolio and mix planning, supply chain planning, scenario-based planning, risk management, operation scheduling, and policy design. |
課程要求 |
The course is taught by two professors. Prof. Hong will teach the first half (modules 1 and 2) and Prof. Chou the second half (modules 3 and 4). The two halves contribute equally to the final term grade. Please refer to the following for the weights of homework and exam.
Homework Exam Subtotal
Modules 1 and 2 20% 30% 50%
Modules 3 and 4 30% 20% 50% |
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 |
1. Introduction to Linear Optimization, by Bertsimas and Tsitsiklis, Athena Scientific, 1997, Chapter 2 (geometry of LP), 4 (duality), 10 (IP formulation), 11.1 (IP methods).
2. Linear and Nonlinear Programming, Stephen G. Nash and Ariela Sofer, McGraw-Hill International Edition, 1996.
3. The Elements of Real Analysis, Robert G. Bartle, 1976.
4. Nonlinear programming: theory and algorithms, Bazaraa, Sherali, and Shetty:
5. Handouts
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評量方式 (僅供參考) |
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