線性規劃
Linear Programming
學期
114-1
學分
3
學分
當期課號
537401
永久課號
MGEM30052
開課單位
工業工程與管理學系
授課教師
陳勝一
校區
光復
類別
選修
上課時間表
| 節 | 週一 |
|---|---|
2 09:00–09:50 | 線性規劃 MB414 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 course focuses on theorems and algorithms for solving linear programming problems. The goal is to provide fundamentals for students who interest in taking advanced classes in mathematical programming.
先修科目
Prerequisites are optional, but it is helpful if you have already taken the undergraduate-level Operations Research course and are familiar with the Microsoft C# or Python programming language.
教學方式
The electronic textbook is available online at the elibrary system.
評分方式
The homework will be assigned in every other week. Two midterm exams (20% on each), final exam (20%), homework (25%) and in-class performance (15%)
課程大綱
- Preliminary
- Basic theorems
- Interior-point methods
- Extensions
- Solver tutorial
週次計畫
| 週次 | 主題 |
|---|---|
| 第 1 週 | Linear algebra, set theory, and polyhedral theory |
| 第 2 週 | Simplex methods |
| 第 3 週 | Infeasibility, degeneracy, and unboundness |
| 第 4 週 | Simplex method in matrix notation |
| 第 5 週 | Midterm exam I |
| 第 6 週 | Duality theory |
| 第 7 週 | Efficiency and implementation details of simplex methods |
| 第 8 週 | Sensitivity analysis |
| 第 9 週 | Convex analysis |
| 第 10 週 | Midterm exam II |
| 第 11 週 | Interior-point methods |
| 第 12 週 | KKT system |
| 第 13 週 | Linear programming applications & modeling language |
| 第 14 週 | Stochastic programming & decomposition methods |
| 第 15 週 | Integer programming |
| 第 16 週 | Final |
教科書
Linear Programming: Foundations and Extensions 4th Edition, Robert J. Vanderbei., Springer, 2014
Office Hours
- 地點
- MB513
- 時間
- By appointment
- 聯絡方式
- sichen@nycu.edu.tw