課程名稱 |
最佳化概論 Introduction to Optimization |
開課學期 |
112-1 |
授課對象 |
工學院 工業工程學研究所 |
授課教師 |
黃道宏 |
課號 |
IE5056 |
課程識別碼 |
546EU0600 |
班次 |
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學分 |
3.0 |
全/半年 |
半年 |
必/選修 |
選修 |
上課時間 |
星期二2,3,4(9:10~12:10) |
上課地點 |
國青101 |
備註 |
本課程以英語授課。此課程為混成式課程 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 |
課程大綱
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課程概述 |
This course provides an introduction to optimization including the topics of mathematical preliminaries, linear programming, and advanced topics related to linear programming. The course also covers modeling of integer programming and dynamic programming. The topic of linear programming is discussed at a greater depth than in introductory Operations Research (OR) courses, with an emphasis on its geometric interpretation. The knowledge of the first half of the course is extended to Integer Programming and Stochastic Optimization at an introductory level to broaden the knowledge of optimization. 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. Course goals will be accomplished through lectures, online video, homework and readings. Lectures will emphasize the theoretical aspects of the field. |
課程要求 |
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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 |
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評量方式 (僅供參考) |
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週次 |
日期 |
單元主題 |
Week 1 |
Sep. 5 |
Introduction to Optimization |
Week 2 |
Sep. 12 |
Mathematical preliminaries: supremum and infimum, open and closed sets, sequence and subsequence |
Week 3 |
Sep. 19 |
Simplex method |
Week 4 |
Sep. 26 |
Simplex method |
Week 5 |
Oct. 3 |
Simplex method |
Week 6 |
Oct. 10 |
Simplex method |
Week 7 |
Oct. 17 |
Midterm exam |
Week 8 |
Oct. 24 |
Duality theory |
Week 9 |
Oct. 31 |
Farkas Lemma |
Week 10 |
Nov. 7 |
Economic Interpretation |
Week 11 |
Nov. 14 |
Dual simplex method |
Week 12 |
Nov. 21 |
Introduction to Markov decision process |
Week 13 |
Nov. 28 |
Policy iteration and simplex method |
Week 14 |
Dec. 5 |
Project presentation |
Week 15 |
Dec. 12 |
Project presentation/ Final exam review |
Week 16 |
Dec. 19 |
Final exam |
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