線性規劃
Linear Programming
| 節 | 週二 |
|---|---|
5 13:20–14:10 | 線性規劃 MB405（光復） 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
We will cover important concepts in linear programming. The goal is to provide fundamentals for students who interest in taking advanced classes in mathematical programming area.
Linear algebra
無備註
TA : 吳佳杬、陳威甫
Students will receive a homework assignment in every other week. There are two min-term exams and a final exam, and all of them will be taken in the class time. Tentative grading rule: midterm (20% each), final (20%), homework (25%) and in-class performance (15%)
Preliminary
Set theory, linear algebra, and polyhedral theory
- 講授：
- 6
Basic Theory
Simplex method, degeneracy, duality, sensitivity analysis, LU-factorization, and implementation issues
- 講授：
- 15
- 實作：
- 2
Interior-point Methods
Convex analysis, Farkas’lemma, central path, barrier problem, Lagrange multipliers, path-following method, and KKT system
- 講授：
- 15
- 實作：
- 2
Extensions
Network flow problems, Integer programming and etc.
- 講授：
- 12
- 實作：
- 1
Solver tutorial
GNU GLPK installations, and procedure of solve LPs in GLPK
- 講授：
- 1
| 週次 | 主題 |
|---|---|
| 第 1 週 | Introduction |
| 第 2 週 | Set theory, linear algebra |
| 第 3 週 | Simplex methods |
| 第 4 週 | Degeneracy |
| 第 5 週 | Simplex method in matrix notation |
| 第 6 週 | Midterm exam I |
| 第 7 週 | GLPK |
| 第 8 週 | Duality theory |
| 第 9 週 | Efficiency of the simplex algorithm |
| 第 10 週 | Sensitivity analysis |
| 第 11 週 | Convex analysis |
| 第 12 週 | Midterm exam II |
| 第 13 週 | Interior-point methods |
| 第 14 週 | KKT system |
| 第 15 週 | Decomposition principle |
| 第 16 週 | Network flow problems |
| 第 17 週 | Integer programming |
| 第 18 週 | Final Exam |
Linear Programming: Foundations and Extensions 4th Edition, Robert J. Vanderbei., Springer, 2014
- 地點
- MB513
- 時間
- Appointment only
- 聯絡方式
- sichen@nctu.edu.tw