最佳化理論
Optimization Theory
| 節 | 週五 |
|---|---|
2 09:00–09:50 | 最佳化理論 EE113 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
In this course, unconstrained optimization problems, linear programming, and nonlinear constrained optimization problems are presented. Mathematical derivations and MATLAB simulations are used to analyze and obtain the solutions to these problems. For unconstrained optimization problems, one-dimensional search, gradient, Newton’s, conjugate direction, quasi-Newton methods are presented. For linear programming problems, simplex method is introduced. Last, Lagrange and Karush-Kuhn-Tucker multipliers are presented for solving nonlinear constrained optimization problems.
1. Calculus 2. Linear algebra 3. Programming
In-class notes
Two MALTAB assignments 10% Mid-term exam 30% Final exam 30% Final presentation 30%
| 週次 | 主題 |
|---|---|
| 第 1 週 | Introduction |
| 第 2 週 | Basic math review |
| 第 3 週 | Basics of optimization problems |
| 第 4 週 | One-dimension search |
| 第 5 週 | First-order methods |
| 第 6 週 | Second-order methods |
| 第 7 週 | Least square method |
| 第 8 週 | Mid-term exam |
| 第 9 週 | Stochastic methods |
| 第 10 週 | Population methods |
| 第 11 週 | Constrained optimization with equality constraints |
| 第 12 週 | Constrained optimization with inequality constraints |
| 第 13 週 | Linear programming |
| 第 14 週 | Simplex method problem |
| 第 15 週 | Multiobjective optimization |
| 第 16 週 | Final exam |
| 第 17 週 | Make-up class |
| 第 18 週 | Make-up class |
1. Edwin K. P. Chong and Stanislaw H. Zak, “An Introduction to Optimization,” Third Edition, Wiley-Interscience, New York, NY, 2008, ISBN: 978-0471758006. 2. Mykel J. Kochenderfer and Tim A. Wheeler, “Algorithms for Optimization,” MIT Press, Cambridge, Massachusetts, United States, 2019, ISBN: 9780262039420.
- 地點
- 工程五館 EE118
- 時間
- Tuesday, 2:20pm~3:20pm
- 聯絡方式
- sofin@nycu.edu.tw or EE749 (Please email before you come)