高等作業研究
Advanced Operations Research
學期
112-2
學分
3
學分
當期課號
537021
永久課號
MGMS30128
開課單位
管理科學系
授課教師
盧浩鈞
校區
光復
類別
選修
上課時間表
| 節 | 週四 |
|---|---|
5 13:20–14:10 | 高等作業研究 M301 3 節連堂 |
6 14:20–15:10 | |
7 15:30–16:20 |
* 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
1. Basic programming. 2. Operations research
評分方式
1.學期作業 (a) Paper representation (b) Final report 2.考試狀況: None 3.評量方法 (a) Paper representation (35%) (b) Final report (50%) (c) Class performance (15%)
週次計畫
| 週次 | 主題 |
|---|---|
| 第 1 週 | Introduction |
| 第 2 週 | The concept of optimal method Some BIP Applications Some Formulation Examples One-Variable Unconstrained Optimization Prototype Example |
| 第 3 週 | LP/ NLP with Lingo/Cplex Code Types of Nonlinear Programming Problems Graphical Illustration of Nonlinear Programming Problems Some Perspectives on Solving Integer Programming Problem The Karush-Kuhn-Tucker (KKT) Conditions for Constrained Optimization |
| 第 4 週 | Multi-objective Decision Making – GP Multivariable Constrained Optimization Multi-objective & Multivariable Constrained Optimization |
| 第 5 週 | Paper1: 03-1-2009 Decision-maker's preferences modelling within the goal-programming model-A New typology [S] Paper2: 03-3-2007 Multi-choice goal programming [S] |
| 第 6 週 | SOS1 & SOS 2 (Improved logarithmic linearizing method for optimization problems with free-sign pure discrete signomial terms) Innovative Uses of Binary Variables in SOS 1 Model Formulation Innovative Uses of Binary Variables in SOS 2 Model Formulation The Branch-and-Bound Technique and its Application to Binary integer Programming A Branch-and-Bounds Algorithm for the Mixed Integer Programming |
| 第 7 週 | Holiday |
| 第 8 週 | Paper study 2 – Multi-objective Decision Making – IGP |
| 第 9 週 | A Comparative Theoretical and Computational Study on Robust Stochastic Processes Markov Chains |
| 第 10 週 | Paper study 3 –Robust GP Chapman-Kolmogorov Equations Classification of States of a Markov Chain Long-Run Properties of Markov Chain |
| 第 11 週 | 專題演講1 |
| 第 12 週 | Paper study 4 – An approximately global optimization method for assortment problems On genetic algorithms for the packing of polygons |
| 第 13 週 | AN EFFICIENT CONVEXIFICATION METHOD FOR SOLVING GENERALIZED GEOMETRIC PROBLEMS – NPT |
| 第 14 週 | Convexification methods 2 – NP, ET, PCT Basic Structure of Queueing Models Queueing Models Based on the Birth-and-Death Process Queueing Networks Examples of Real Queueing Systems The Role of the Exponential Distribution |
| 第 15 週 | 專題演講2 |
| 第 16 週 | Final Report |
教科書
1. Teaching PowerPoint materials 2. Selected papers
Office Hours
- 地點
- M316
- 時間
- Fri. 10:10-12:00
- 聯絡方式
- bach0809@gmail.com