線性規劃
Linear Programming
學期
106-1
學分
3
學分
當期課號
5518
永久課號
IEM5538
開課單位
工業工程與管理學系
授課教師
陳勝一
校區
光復
類別
選修
上課時間表
| 節 | 週二 |
|---|---|
5 13:20–14:10 | 線性規劃 MB405 3 節連堂 |
6 14:20–15:10 | |
7 15:30–16:20 |
* 根據陽明交大上課時間表所列
概述
We will cover important concepts in linear programming. The goal is to provide fundamentals for students who interest in taking advanced classes in mathematical programming area.
先修科目
Linear algebra
教學方式
TA : 吳佳杬、陳威甫
評分方式
Students will receive a homework assignment in every other week. There are two min-term exams and a final exam, and all of them will be taken in the class time. Tentative grading rule: midterm (20% each), final (20%), homework (25%) and in-class performance (15%)
課程大綱
- Preliminary
- Basic Theory
- Interior-point Methods
- Extensions
- Solver tutorial
週次計畫
| 週次 | 主題 |
|---|---|
| 第 1 週 | Introduction |
| 第 2 週 | Set theory, linear algebra |
| 第 3 週 | Simplex methods |
| 第 4 週 | Degeneracy |
| 第 5 週 | Simplex method in matrix notation |
| 第 6 週 | Midterm exam I |
| 第 7 週 | GLPK |
| 第 8 週 | Duality theory |
| 第 9 週 | Efficiency of the simplex algorithm |
| 第 10 週 | Sensitivity analysis |
| 第 11 週 | Convex analysis |
| 第 12 週 | Midterm exam II |
| 第 13 週 | Interior-point methods |
| 第 14 週 | KKT system |
| 第 15 週 | Decomposition principle |
| 第 16 週 | Network flow problems |
| 第 17 週 | Integer programming |
| 第 18 週 | Final Exam |
教科書
Linear Programming: Foundations and Extensions 4th Edition, Robert J. Vanderbei., Springer, 2014
Office Hours
- 地點
- MB513
- 時間
- Appointment only
- 聯絡方式
- sichen@nctu.edu.tw