作業研究(二)

Operations Research (II)

學期

111-2

學分

3 學分

當期課號

517016

永久課號

MGCM10003

開課單位

管理學院共同課程

授課教師

王晉元

校區

光復

類別

必修

上課時間表

節	週二
2 09:00–09:50	作業研究(二) AB101 3 節連堂
3 10:10–11:00
4 11:10–12:00

* 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。(The homework assignments will be lectured by our Teaching Assistant weekly and students' participation is optional.) 相關教學資料提供於教學平台。 (Relevant teaching materials are provided on the Virtual Learning Environment.) https://e3.nycu.edu.tw

評分方式

學期作業、考試、評量 (Homework, Examination, and Grading): 成績評量方法 (Grading): (a) 二次共同考試 (Two Common Examinations):Total 70% (35% for each exam). (b) 平時成績 (Individual Homework Assignments, Attendance, and Others): Total 30%

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 Equations28.4 Classification of States of a Markov Chain
第 3 週	National Holiday
第 4 週	28.5 Long-Run Properties of A Markov Chain28.6 First Passage Times28.7 Absorbing States
第 5 週	17.1 Prototype Example17.2 Basic Structure of Queueing Models17.3 Examples of Real Queueing Systems17.4 The Role of the Exponential Distribution
第 6 週	17.5 The Birth-and-Death Process17.6 Queueing Models Based on the Birth-and-Death Process17.9 Queueing Networks
第 7 週	12.1 Prototype Example12.2 Some BIP Applications12.3 Innovative Uses of Binary Variables in Model Formulation
第 8 週	National Holiday
第 9 週	Midterm Exam (04/11)
第 10 週	12.4 Some Formulation Examples
第 11 週	12.5 Some Perspectives on Solving Integer Programming Problem 12.6 The Branch-and-Bound Technique and its Application to Binary integer Programming12.7 A Branch-and-Bounds Algorithm for the Mixed Integer Programming
第 12 週	13.1 Sample applications13.2 Graphical Illustration of Nonlinear Programming Problems
第 13 週	13.3 Types of Nonlinear Programming Problems13.4 One-Variable Unconstrained Optimization
第 14 週	13.5 Multivariable Unconstrained Optimization
第 15 週	13.6 The Karush-Kuhn-Tucker(KKT) Conditions for Constrained Optimization
第 16 週	Final Exam (5/30)
第 17 週	Flexible Teaching Week
第 18 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: 綜合一館813研究室
時間: 週二 0800-0900 週四 0800-0900
聯絡方式: jinyuan@nycu.edu.tw 校內分機:31737