最佳化理論
Optimization Theory
| 節 | 週三 |
|---|---|
3 10:10–11:00 | 最佳化理論 EE118（光復） 3 節連堂 |
4 11:10–12:00 | |
N 12:20–13:10 |
* 根據陽明交大上課時間表所列
In this course, unconstrained optimization problems, linear programming, and nonlinear constrained optimization problems are presented. Mathematical derivations and MATLAB simulations are used to analyze and obtain the solutions to these problems. For unconstrained optimization problems, one-dimensional search, gradient, Newton’s, conjugate direction, quasi-Newton methods are presented. For linear programming problems, simplex method is introduced. Last, Lagrange and Karush-Kuhn-Tucker multipliers are presented for solving nonlinear constrained optimization problems.
1. Calculus 2. Linear algebra 3. Programming
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In-class notes
Two MALTAB assignments 20% Four homework assignments 20% Mid-term exam 30% Final exam 30%
教師未提供此項資料
| 週次 | 主題 |
|---|---|
| 第 1 週 | Introduction 9/14 |
| 第 2 週 | Basic math review 9/21 |
| 第 3 週 | Basics of optimization problems 9/28 |
| 第 4 週 | One-dimension search 10/5 |
| 第 5 週 | First-order methods 10/12 |
| 第 6 週 | Second-order methods 10/19 |
| 第 7 週 | Least square method 10/26 |
| 第 8 週 | Mid-term exam 11/2 |
| 第 9 週 | Stochastic methods 11/9 |
| 第 10 週 | Population methods 11/16 |
| 第 11 週 | Constrained optimization with equality constraints 11/23 |
| 第 12 週 | Constrained optimization with inequality constraints 11/30 |
| 第 13 週 | Linear programming 12/7 |
| 第 14 週 | Simplex method problem 12/14 |
| 第 15 週 | Multiobjective optimization 12/21 |
| 第 16 週 | Final exam 12/28 |
| 第 17 週 | Make-up class 1/4 |
| 第 18 週 | Make-up class 1/11 |
1. Edwin K. P. Chong and Stanislaw H. Zak, “An Introduction to Optimization,” Third Edition, Wiley-Interscience, New York, NY, 2008, ISBN: 978-0471758006. 2. Mykel J. Kochenderfer and Tim A. Wheeler, “Algorithms for Optimization,” MIT Press, Cambridge, Massachusetts, United States, 2019, ISBN: 9780262039420.
- 地點
- 工程五館 EE118
- 時間
- Tuesday, 11pm~12pm
- 聯絡方式
- sofin@nycu.edu.tw