線性規劃

標題:	線性規劃 Linear Porgramming
作者:	方述誠 Open Education Office 開放教育推動中心
公開日期:	2010
摘要:	本課程是由交通大學運輸與物流管理學系提供。 This course provides the fundamental understanding to the theory and algorithms of linear optimization. It involves mathematical analysis, theorem proving, algorithm design and numerical methods. 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 provides the fundamental understanding to the theory and algorithms of linear optimization. It involves mathematical analysis, theorem proving, algorithm design and numerical methods.　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 Examples of LP problems Mastering LP　第二週 Basic terminologies Hyperplanes, halfspaces, and polyhedral sets Affine sets, convex sets, and cones Extreme points and basic feasible solutions 第三週 Nondegeneracy and adjacency Resolution theorem for convex polyhydrons Fundamental theorem of linear programming 第四週 Elements of iterative scheme Basics of the simplex methods Algebra of the simplex method 第五週 Starting the simplex method Degeneracy and cycling The revised simplex method 第六週 Midterm Examine 第七週 Chinese Memorial Day 第八週 Dual linear program Duality theory 第九週 Complementary slackness and optimality conditions An economic interpretation of the dual problems 第十週 The dual simplex method Sensitivity analysis 第十一週 The primal dual simplex method 第十二週 Midterm Examine　第十三週 Primal affine scaling algorithm 第十四週 Dual affine scaling algorithm 第十五週 Primal-Dual affine scaling algorithm 第十六週 Moving along different algebraic paths Extensions of algebraic paths 第十七週 Geometric interpretation of the moving directions　第十八週 Final examine 課程書目 Shu-Cherng Fang and Sarat Puthenpura, Linear Optimization and Extensions: Theory and Algorithm, Prentice Hall International Edition, New York, 1994. 評分標準項目百分比作業 20% 第一次考試 25% 第二次考試 25% 第三次考試 30% 授課對象：研究所學生預備知識：Matrix Theory、Linear Algebra
URI:	http://ocw.nctu.edu.tw/course_detail.php?bgid=3&nid=245 http://hdl.handle.net/11536/108446
Appears in Collections:	Open Course Ware