非線性規劃
Nonlinear Programming
| 節 | 週二 | 週三 |
|---|---|---|
3 10:10–11:00 | 非線性規劃 SA215 2 節連堂 | |
4 11:10–12:00 | ||
8 16:30–17:20 | 非線性規劃 SA215 |
* 根據陽明交大上課時間表所列
Numerical optimization has become the most important key element of the modern machine learning. This course, Nonlinear Programming, provides the theoretical foundation for the numerical optimization. We start with the linear inequalities and theorems of the alternative that will be the very useful tools for deriving the optimality criteria of constrained optimization problems. We include the duality in nonlinear programming as well as necessary and sufficient optimality conditions of nonlinear programming.
Mathematical analysis Numerical Methods Linear Algebra
Homework: 40% Midterm Exam 30% Final Exam: 30%
| 週次 | 主題 |
|---|---|
| 第 1 週 | Mathematical background knowledge |
| 第 2 週 | The nonlinear programming problem, preliminary concepts |
| 第 3 週 | The nonlinear programming problem, preliminary concepts |
| 第 4 週 | Linear inequalities and theorems of the alternative |
| 第 5 週 | Linear inequalities and theorems of the alternative |
| 第 6 週 | Convex Sets, convex and concave functions |
| 第 7 週 | Convex Sets, convex and concave functions |
| 第 8 週 | Midterm Exam |
| 第 9 週 | Saddle point optimality criteria of nonlinear programming without differentiability |
| 第 10 週 | Saddle point optimality criteria of nonlinear programming without differentiability |
| 第 11 週 | Optimality criteria of nonlinear programming with differentiability |
| 第 12 週 | Optimality criteria of nonlinear programming with differentiability |
| 第 13 週 | Duality in nonlinear programming |
| 第 14 週 | Duality in nonlinear programming |
| 第 15 週 | Optimality and duality for generalized convex and concave functions |
| 第 16 週 | Optimality and duality for generalized convex and concave functions |
| 第 17 週 | Review |
| 第 18 週 | Final Exam |
Olvi L. Mangasarian (1994), Nonlinear Programming (Classics In Applied Mathematics), ISBN: 0-89871-341-2
- 地點
- SA-240
- 時間
- Make an appointment via e-mail
- 聯絡方式
- yuhjye@math.nctu.edu.tw