作業研究(二)
Operations Research (II)
學期
106-2
學分
3
學分
當期課號
1516
永久課號
DOM1046
開課單位
管理學院共同課程
授課教師
洪暉智
校區
光復
類別
必修
上課時間表
| 節 | 週二 | 週四 |
|---|---|---|
3 10:10–11:00 | 作業研究(二) A316 2 節連堂 | |
4 11:10–12:00 | ||
7 15:30–16:20 | 作業研究(二) A316 |
* 根據陽明交大上課時間表所列
概述
This is the second course that introduces deterministic and probabilistic optimization models such as dynamic programming, integer programming, nonlinear programming, Markov chain and queueing theory. This course focuses on modeling approaches, fundamental solution methodologies and their applications to the real world.
先修科目
Calculus and Probability Theory
教學方式
博士生教學助理每週舉行課程及作業講解,學生可自由參加。 相關教學資料提供於教學平台http://e3.nctu.edu.tw/。
評分方式
成績評量方法: (a) 三次考試:75% (b) 平時成績:25%
週次計畫
| 週次 | 主題 |
|---|---|
| 第 1 週 | 29.1 Stochastic Processes |
| 第 2 週 | 29.2 Markov Chains 29.3 Chapman-Kolmogorov Equations |
| 第 3 週 | 29.4 Classification of States of a Markov Chain 29.5 Long-Run Properties of A Markov Chain |
| 第 4 週 | 29.6 First Passage Times 29.7 Absorbing States |
| 第 5 週 | 17.1 Prototype Example |
| 第 6 週 | Midterm Exam-1 (3/27) 17.2 Basic Structure of Queueing Models |
| 第 7 週 | 17.3 Examples of Real Queueing Systems 17.4 The Role of the Exponential Distribution Spring break (No class on April 5th) |
| 第 8 週 | 17.5 The Birth-and-Death Process 17.6 Queueing Models Based on the Birth-and-Death Process |
| 第 9 週 | 17.9 Queueing Networks 17.10 The Application of Queueing Theory |
| 第 10 週 | 12.1 Prototype Example 12.2 Some BIP Applications 12.3 Innovative Uses of Binary Variables in Model Formulation |
| 第 11 週 | 12.4 Some Formulation Examples 12.5 Some Perspectives on Solving Integer Programming Problem |
| 第 12 週 | Midterm exam-2 (5/08) 12.6 The Branch-and-Bound Technique and its Application to Binary integer Programming |
| 第 13 週 | 12.6 The Branch-and-Bound Technique and its Application to Binary integer Programming 12.7 A Branch-and-Bounds Algorithm for the Mixed Integer Programming |
| 第 14 週 | 13.1 Sample applications 13.2 Graphical Illustration of Nonlinear Programming Problems 13.3 Types of Nonlinear Programming Problems |
| 第 15 週 | 13.4 One-Variable Unconstrained Optimization Appendix 3: Constrained Optimization with Equality Constraints 13.5 Multivariable Unconstrained Optimization? |
| 第 16 週 | 13.6 The Karush-Kuhn-Tucker(KKT) Conditions for Constrained Optimization |
| 第 17 週 | 13.7 Quadratic Programming |
| 第 18 週 | Final Exam (6/19) |
教科書
Frederick S. Hillier and Gerald J. Lieberman, Introduction to Operations Research, 10th Edition, McGraw-Hill, 2015.
Office Hours
- 地點
- 各教師自行公布
- 時間
- 各教師自行公布
- 聯絡方式
- 各教師自行公布