标题: 非线性规划
Nonlinear Programming
作者: 方述诚
Open Education Office
开放教育推动中心
公开日期: 2009
摘要: 本课程是由交通大学 运输与物流管理学系提供。



本课程为方述诚老师应邀授课,授课内容与课程大纲稍有不同。
课程目标/概述
This course is divided into three major parts dealing with convex analysis, optimality conditions and duality, and computational methods. The ultimate goal in optimization studies is to develop efficient computational schemes for solving the problem at hand.

Convex analysis involves convex sets and convex functions and is central to the study of the field of optimization.
Optimality conditions and duality can be used not only to develop termination criteria but also to motivate and design the computational method itself.
To describe many computational methods (algorithms) for solving different classes of nonlinear programming problems. 

本录影课程为方述诚老师应邀授课,授课内容与课程大纲稍有不同。

课程章节




课程章节

单元主题


第一周
Mathematical Review


第二周

Convex Sets

第三周
Convex Functions and Generalizations


第四周
Nonlinear Programming

第五周
Motivation, Intuition, Speculation, Theorization

第六周
General Form of NLP

第七周
Conjugate Transformation

第八周
Duality Theory

第九周
Solution Methods of NLP

第十周
One Dimensional Search

第十一周
Newtons Method

第十二周
Conjugate Gradient Method

第十三周
Constrained Optimization

第十四周
Necessary Conditions for Optimality

第十五周
Sensitivity Analysis

第十六周
Lagrangian Dual Problem

第十七周
Constrained Optimization Methods

课程书目
课堂笔记

评分标准



项目



作业



期中考试



期末考试
授课对象:大学生、研究所学生
预备知识:数学相关课程与具研究兴趣
URI: http://ocw.nctu.edu.tw/course_detail.php?bgid=3&nid=358
http://hdl.handle.net/11536/108214
显示于类别:Open Course Ware