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環境系統最佳化與網流分析

112-1 開課

  • 流水號

    18058

  • 課號

    BSE5168

  • 課程識別碼

    622 U5240

  • 無分班

  • 3 學分

  • 選修

    生物環境系統工程學系 / 生物環境系統工程學研究所 / 統計碩士學位學程

      選修

    • 生物環境系統工程學系

    • 生物環境系統工程學研究所

    • 統計碩士學位學程

  • 胡明哲
  • 二 6, 7, 8

  • 農工十

  • 2 類加選

  • 修課總人數 24 人

    本校 12 人 + 外校 12 人

  • 無領域專長

  • 英文授課
  • NTU COOL
  • 核心能力與課程規劃關聯圖
  • 備註
    本課程以英語授課。

  • 本校選課狀況

    載入中
  • 課程概述
    The course addresses optimization and network flows. Both the general theory and characteristics of these optimization problems as well as effective solution algorithms are presented. The course is organized into three parts: linear programming, network flows, and nonlinear programming. The linear programming part consists of simplex methods, optimality conditions, and duality. The part on network flows deals with minimal cost, transportation, assignment, maximal flow, shortest path, and multicommodity flow problems. Nonlinear programming part discusses unconstrained optimization, and penalty and barrier functions.
  • 課程目標
    (1) Linear algebra, convex analysis, polyhedral sets, and the simplex methods (2) Optimality conditions (3) Duality and sensitivity analysis (4) Minimal cost network flows (5) The transportation and assignment problems (6) Maximal flow, shortest path, multicommodity flow (7) Unconstrained optimization (8) Penalty and barrier functions
  • 課程要求
    Midterm exam Homework Final project
  • 預期每週課後學習時數
  • Office Hour
    星期四14:00 - 17:00
    *此 Office Hour 需要提前預約
  • 指定閱讀
  • 參考書目
    (1) Linear Programming and Network Flows/ Mokhtar S. Bazaraa, John J. Jarvis, Hanif D. Sherali (2) Nonlinear Programming: Theory and Algorithms/ Mokhtar S. Bazaraa, Hanif D. Sherali, C. M. Shetty (3) Optimization in Operations Research/ Ronald L. Rardin
  • 評量方式
    40%
    Midterm
    30%
    Homework & presentation
    30%
    Final project
  • 針對學生困難提供學生調整方式
    調整方式說明
    其他

    由師生雙方議定

  • 課程進度
    9/05第 1 週Introduction
    9/12第 2 週Linear algebra, convex analysis, polyhedral sets, and the simplex methods (I)
    9/19第 3 週Linear algebra, convex analysis, polyhedral sets, and the simplex methods (II) [** Presentation: 3.7 Simplex method]
    9/26第 4 週Optimality conditions [** Presentation: 5.4 The KKT optimality conditions]
    10/03第 5 週Duality and sensitivity analysis [** Presentation: 6.2 Primal-dual relationships]
    10/10第 6 週** National Holiday (No class)
    10/17第 7 週Dual simplex method [** Presentation: 6.5 Dual simplex method] [PuLP: https://coin-or.github.io/pulp/CaseStudies/a_blending_problem.html]
    10/24第 8 週** Midterm
    10/31第 9 週** No class
    11/07第 10 週** No class (Final Project proposal submission)
    11/14第 11 週Minimal cost network flows [** Presentation: 9.5 Simplex method for network flow problems]
    11/21第 12 週The transportation and assignment problems [** Presentation: Python PuLP solver]
    11/28第 13 週Maximal flow, shortest path, multicommodity flow [** Presentation: 12.2 Shortest path problem]
    12/05第 14 週Unconstrained optimization, Penalty and barrier functions [** Presentation: 16.6 Newton's method], [** Presentation: 17.5 Penalty and barrier methods], [** Presentation: 9.3 Total Unimodular]
    12/12第 15 週** Final projection presentation
    12/19第 16 週** Final projection presentation