作業研究(二)
Operations Research (II)
| 節 | 週二 | 週四 |
|---|---|---|
3 10:10–11:00 | 作業研究(二) AB102（光復） 2 節連堂 | |
4 11:10–12:00 | ||
7 15:30–16:20 | 作業研究(二) AB102（光復） |
* 根據陽明交大上課時間表所列
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.
Calculus and Probability Theory
無備註
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。 相關教學資料提供於教學平台http://e3.nctu.edu.tw/。
1.學期作業、考試、評量 成績評量方法: (a) 三次共同考試:75% (b) 平時成績:25%
Queueing Theory
Introduce the fundamental theory and applications of Queue Systems
- 講授：
- 12
Integer Programming
Introduce the integer programming formulation and solution techniques
- 講授：
- 16
Stochastic Process and Markov Chain
Introduce the fundamental theory and applications of Markov Chain
- 講授：
- 11
| 週次 | 主題 |
|---|---|
| 第 1 週 | 29.1 Stochastic Processes 29.2 Markov Chains 03/03 03/05 |
| 第 2 週 | 29.3 Chapman-Kolmogorov Equations 03/10 03/12 |
| 第 3 週 | 29.4 Classification of States of a Markov Chain 29.5 Long-Run Properties of A Markov Chain 03/17 03/19 |
| 第 4 週 | 29.6 First Passage Times 29.7 Absorbing States 03/24 03/26 |
| 第 5 週 | 17.1 Prototype Example National Holiday (No class on 2nd April) 03/31 04/02 |
| 第 6 週 | Midterm Exam-1 (04/07) 17.2 Basic Structure of Queueing Models 04/07 04/09 |
| 第 7 週 | 17.3 Examples of Real Queueing Systems 17.4 The Role of the Exponential Distribution 17.5 The Birth-and-Death Process 04/14 04/16 |
| 第 8 週 | 17.6 Queueing Models Based on the Birth-and-Death Process 17.9 Queueing Networks 04/21 04/23 |
| 第 9 週 | 17.10 The Application of Queueing Theory 12.1 Prototype Example 12.2 Some BIP Applications 04/28 04/30 |
| 第 10 週 | 12.3 Innovative Uses of Binary Variables in Model Formulation 12.4 Some Formulation Examples 12.5 Some Perspectives on Solving Integer Programming Problem 05/05 05/07 |
| 第 11 週 | 12.6 The Branch-and-Bound Technique and its Application to Binary integer Programming 12.7 A Branch-and-Bounds Algorithm for the Mixed Integer Programming 05/12 05/14 |
| 第 12 週 | Midterm exam-2 (5/19) 13.1 Sample applications 05/19 05/21 |
| 第 13 週 | 13.2 Graphical Illustration of Nonlinear Programming Problems 13.3 Types of Nonlinear Programming Problems 05/26 05/28 |
| 第 14 週 | 13.4 One-Variable Unconstrained Optimization Appendix 3: Constrained Optimization with Equality Constraints 13.5 Multivariable Unconstrained Optimization 06/02 06/04 |
| 第 15 週 | 13.6 The Karush-Kuhn-Tucker(KKT) Conditions for Constrained Optimization 06/09 06/11 |
| 第 16 週 | 13.7 Quadratic Programming 06/16 06/18 |
| 第 17 週 | Final Exam (6/23) 06/23 |
Frederick S. Hillier and Gerald J. Lieberman, Introduction to Operations Research, 10th Edition, McGraw-Hill, 2015.
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