線性規劃
Linear Programming
| 節 | 週四 |
|---|---|
2 09:00–09:50 | 線性規劃 MB414（光復） 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
This course will cover theorems in linear programming, as well as methods for solving the linear program. Students will learn to utilize the IBM CPLEX API for solving mathematical programming problems. The goal is to provide foundations and computational skills for students who interest in taking advanced classes in the mathematical programming area.
Linear algebra and MS C#
無備註
Class TAs will offer consultations for students to work on homework and technical support on the CPLEX callable library using programming languages.
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. Grading rule: midterm exams (each worth 20% ), 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
IBM CPLEX installations, the procedure of solve LPs in CPLEX, and the Concert API
- 講授：
- 1
| 週次 | 主題 |
|---|---|
| 第 1 週 | Introduction |
| 第 2 週 | Set theory, linear algebra, Visual studio & IBM CPLEX installation, IBM CPLEX and Concert callable library |
| 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 | Duality theorem |
| 第 8 週 | Efficiency of the simplex algorithm |
| 第 9 週 | Computational exercise / Integrating data and models (Microsoft Entity framework) |
| 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