最佳化理論
Optimization Theory
| 節 | 週五 |
|---|---|
2 09:00–09:50 | 最佳化理論 EE113（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
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
無備註
In-class notes
Two MALTAB assignments 20% Mid-term exam 25% Final exam 30% Final presentation 25%
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| 週次 | 主題 |
|---|---|
| 第 1 週 | Basic math review 2024-09-06(五) 時數：[2024-09-06]林顯易(3.00) |
| 第 2 週 | Basics of optimization problems 2024-09-13(五) 時數：[2024-09-13]林顯易(3.00) |
| 第 3 週 | One-dimension search 2024-09-20(五) 時數：[2024-09-20]林顯易(3.00) |
| 第 4 週 | First-order methods 2024-09-27(五) 時數：[2024-09-27]林顯易(3.00) |
| 第 5 週 | Second-order methods 2024-10-04(五) 時數：[2024-10-04]林顯易(3.00) |
| 第 6 週 | Least square method 2024-10-11(五) 時數：[2024-10-11]林顯易(3.00) |
| 第 7 週 | Stochastic methods 2024-10-18(五) 時數：[2024-10-18]林顯易(3.00) |
| 第 8 週 | Mid-term exam 2024-10-25(五) 時數：[2024-10-25]林顯易(3.00) |
| 第 9 週 | Population methods 2024-11-01(五) 時數：[2024-11-01]林顯易(3.00) |
| 第 10 週 | Constrained optimization with equality constraints 2024-11-08(五) 時數：[2024-11-08]林顯易(3.00) |
| 第 11 週 | Constrained optimization with inequality constraints 2024-11-15(五) 時數：[2024-11-15]林顯易(3.00) |
| 第 12 週 | Linear programming 2024-11-22(五) 時數：[2024-11-22]林顯易(3.00) |
| 第 13 週 | Simplex method problem 2024-11-29(五) 時數：[2024-11-29]林顯易(3.00) |
| 第 14 週 | Interior point method 2024-12-06(五) 時數：[2024-12-06]林顯易(3.00) |
| 第 15 週 | Final exam 2024-12-13(五) 時數：[2024-12-13]林顯易(3.00) |
| 第 16 週 | Final presentation 2024-12-20(五) 時數：[2024-12-20]林顯易(3.00) |
| 第 17 週 | Make-up class 2024-12-27(五) |
| 第 18 週 | Make-up class 2025-01-03(五) |
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, 2:20pm~3:20pm
- 聯絡方式
- sofin@nycu.edu.tw or EE749 (Please email before you come)