SEEM3440/ ESTR3500

CodeCourse OfferingSEEM3440/ ESTR3500
TitleLong Course TitleOperations Research II運籌學(二)
OverviewLong Description Non-linear programming: convex sets and functions; local and global optima; Lagrange multipliers; optimality conditions for unconstrained problems; descent methods; constrained optimization; Karush-Kuhn-Tucker conditions; solution methods. Non-differentiable optimization: integer programming models; formulations; cutting-plane methods; branch-and-bound. Dynamic programming: models and formulation; Bellman’s equations; solution methods.非線性規劃:凸集及函數;局部及整體最優;Lagrange 乘子;約束問題的最優性條件;下降方法;有約束最優化;Karush-Kuhn-Tucker 條件;解法。不可微最優化:整規劃模型;問題的歸結;切割平面法;分枝定界。動態規劃:模型及歸約, Bellman 方程;解決方法。