標題: 非線性規劃
Nonlinear Programming
作者: 方述誠
Open Education Office
開放教育推動中心
公開日期: 2009
摘要: 本課程是由交通大學 運輸與物流管理學系提供。



本課程為方述誠老師應邀授課,授課內容與課程大綱稍有不同。
課程目標/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. 

本錄影課程為方述誠老師應邀授課,授課內容與課程大綱稍有不同。

課程章節




課程章節

單元主題


第一週
Mathematical Review


第二週

Convex Sets

第三週
Convex Functions and Generalizations


第四週
Nonlinear Programming

第五週
Motivation, Intuition, Speculation, Theorization

第六週
General Form of NLP

第七週
Conjugate Transformation

第八週
Duality Theory

第九週
Solution Methods of NLP

第十週
One Dimensional Search

第十一週
Newtons Method

第十二週
Conjugate Gradient Method

第十三週
Constrained Optimization

第十四週
Necessary Conditions for Optimality

第十五週
Sensitivity Analysis

第十六週
Lagrangian Dual Problem

第十七週
Constrained Optimization Methods

課程書目
課堂筆記

評分標準



項目



作業



期中考試



期末考試
授課對象:大學生、研究所學生
預備知識:數學相關課程與具研究興趣
URI: http://ocw.nctu.edu.tw/course_detail.php?bgid=3&nid=358
http://hdl.handle.net/11536/108214
顯示於類別:開放式課程