作業研究(二)
Operations Research (II)
學期
108-2
學分
3
學分
當期課號
1609
永久課號
DOM1046
開課單位
管理學院共同課程
授課教師
水敬心
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) A309 2 節連堂 | |
4 11:10–12:00 | ||
7 15:30–16:20 | 作業研究(二) A309 |
* 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
1. Lab section is offered each week to work through selected exercises. 2. Relevant course materials are available at http://etnew.nctu.edu.tw
評分方式
Evaluation: (a) 3 Examinations:75% (25% each) (b) Homeworks/Quizzes/Course Interactions:25%
課程大綱
- Queueing Theory
- Integer Programming
- Stochastic Process and Markov Chain
週次計畫
| 週次 | 主題 |
|---|---|
| 第 1 週 | 29.1 Stochastic Processes 29.2 Markov Chains |
| 第 2 週 | 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 National Holiday (No class on 2nd April) |
| 第 6 週 | Midterm Exam-1 (04/07) 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 17.5 The Birth-and-Death Process |
| 第 8 週 | 17.6 Queueing Models Based on the Birth-and-Death Process 17.9 Queueing Networks |
| 第 9 週 | 17.10 The Application of Queueing Theory 12.1 Prototype Example 12.2 Some BIP Applications |
| 第 10 週 | 12.3 Innovative Uses of Binary Variables in Model Formulation 12.4 Some Formulation Examples 12.5 Some Perspectives on Solving Integer Programming Problem |
| 第 11 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 12 週 | Midterm exam-2 (5/19) 13.1 Sample applications |
| 第 13 週 | 13.2 Graphical Illustration of Nonlinear Programming Problems 13.3 Types of Nonlinear Programming Problems |
| 第 14 週 | 13.4 One-Variable Unconstrained Optimization Appendix 3: Constrained Optimization with Equality Constraints 13.5 Multivariable Unconstrained Optimization |
| 第 15 週 | 13.6 The Karush-Kuhn-Tucker(KKT) Conditions for Constrained Optimization |
| 第 16 週 | 13.7 Quadratic Programming |
| 第 17 週 | Final Exam (6/23) |
教科書
Frederick S. Hillier and Gerald J. Lieberman, Introduction to Operations Research, 10th Edition, McGraw-Hill, 2015.
Office Hours
- 地點
- Assembly Building I Room 814
- 時間
- Thursday 1630 - 1730 (Other time slots by email appointment)
- 聯絡方式
- Email: csshui@nctu.ed.utw