作業研究(二)
Operations Research (II)
學期
109-2
學分
3
學分
當期課號
1536
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) MB520 2 節連堂 | |
4 11:10–12:00 | ||
7 15:30–16:20 | 作業研究(二) MB520 |
* 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
演習課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://e3new.nctu.edu.tw/。
評分方式
1.學期作業、考試、評量 成績評量方法: (a) 三次共同考試:75% (b) 平時成績: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 | 28.1 Stochastic Processes 28.2 Markov Chains |
| 第 2 週 | 28.3 Chapman-Kolmogorov Equations |
| 第 3 週 | 28.4 Classification of States of a Markov Chain 28.5 Long-Run Properties of A Markov Chain |
| 第 4 週 | 28.5 Long-Run Properties of A Markov Chain 28.7 Absorbing States |
| 第 5 週 | Midterm Exam-1 (03/23) 17.1 Prototype Example 17.2 Basic Structure of Queueing Models |
| 第 6 週 | 17.3 Examples of Real Queueing Systems 17.4 The Role of the Exponential Distribution 17.5 The Birth-and-Death Process |
| 第 7 週 | National Holiday (04/06) 17.6 Queueing Models Based on the Birth-and-Death Process |
| 第 8 週 | 17.9 Queueing Networks 12.1 Prototype Example |
| 第 9 週 | 12.2 Some BIP Applications 12.3 Innovative Uses of Binary Variables in Model Formulation 12.4 Some Formulation Examples |
| 第 10 週 | 12.5 Some Perspectives on Solving Integer Programming Problem 12.6 The Branch-and-Bound Technique and its Application to Binary integer Programming |
| 第 11 週 | Midterm exam-2 (05/04) 13.1 Sample applications |
| 第 12 週 | 13.2 Graphical Illustration of Nonlinear Programming Problems 13.3 Types of Nonlinear Programming Problems |
| 第 13 週 | 13.4 One-Variable Unconstrained Optimization 13.5 Multivariable Unconstrained Optimization |
| 第 14 週 | 13.6 The Karush-Kuhn-Tucker(KKT) Conditions for Constrained Optimization |
| 第 15 週 | 13.7 Quadratic Programming |
| 第 16 週 | Final Exam (06/08) |
| 第 17 週 | Flexible Teaching Week |
教科書
Frederick S. Hillier and Gerald J. Lieberman, Introduction to Operations Research, 11e Edition, McGraw-Hill, 2021.
Office Hours
- 地點
- 各授課教師另行公布
- 時間
- 各授課教師另行公布
- 聯絡方式
- 各授課教師另行公布