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Operations Research II - 97 Academic Year

本課程是由 國立陽明交通大學運輸與物流管理學系 提供。

This is the second course that introduces deterministic and probabilistic optimization models such as dynamic programming, integer programming, nonlinear programming, Markov chain and queueing theory. This course focuses on modeling approaches, fundamental solution methodologies and their applications to the real world.



Textbook：
F. S. Hillier and G. J. Lieberman, Introduction to Operations Research, 8th edition, 2005, McGraw-Hill Inc.

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Instructor(s) Department of Transportation and Logistics Management Prof. Jin-Yuan Wang
Course Credits 3 Credits
Academic Year 97 Academic Year
Level Sophomore
Prior Knowledge Calculus and Probability Theory
Related Resources Course Video   Course Syllabus   Course Calendar   Course Homework  

WeekCourse ContentCourse Video
Week 01Chapter 10 Dynamic Programming (1/4)Watch Online
Week 02Chapter 10 Dynamic Programming (2/4)Watch Online
Week 02Chapter 10 Dynamic Programming (3/4)Watch Online
Week 03Chapter 10 Dynamic Programming (4/4)Watch Online
Week 03Chapter 11 Integer Programming (1/5)Watch Online
Week 04Chapter 11 Integer Programming (2/5)Watch Online
Week 04Chapter 11 Integer Programming (3/5)Watch Online
Week 05Chapter 11 Integer Programming (4/5)Watch Online
Week 05Chapter 11 Integer Programming (5/5)Watch Online
Week 06Chapter 12 Nonlinear Programming (1/4)Watch Online
Week 07Chapter 12 Nonlinear Programming (2/4)Watch Online
Week 08Chapter 12 Nonlinear Programming (3/4)Watch Online
Week 08Chapter 12 Nonlinear Programming (4/4)Watch Online
Week 09Chapter 16 Markov Chain (1/6)Watch Online
Week 09Chapter 16 Markov Chain (2/6)Watch Online
Week 10Chapter 16 Markov Chain (3/6)Watch Online
Week 10Chapter 16 Markov Chain (4/6)Watch Online
Week 11Chapter 16 Markov Chain (5/6)Watch Online
Week 11Chapter16 Markov Chain (6/6)Watch Online
Week 13Chapter 17 Queueing Theory (1/5)Watch Online
Week 13Chapter 17 Queueing Theory (2/5)Watch Online
Week 14Chapter 17 Queueing Theory (3/5)Watch Online
Week 15Chapter 17 Queueing Theory (4/5)Watch Online
Week 15Chapter 17 Queueing Theory (5/5)Watch Online
Week 16Chapter 20 Simulation (1/3)Watch Online
Week 16Chapter 20 Simulation (2/3)Watch Online
Week 17Chapter 20 Simulation (3/3)Watch Online
 

課程目標

This is the second course that introduces deterministic and probabilistic optimization models such as dynamic programming, integer programming, nonlinear programming, Markov chain and queueing theory. This course focuses on modeling approaches, fundamental solution methodologies and their applications to the real world.

 

課程章節

章節 章節內容
第10章 Dynamic Programming10.1 A Prototype Example for Dynamic Programming
10.2 Characteristics of Dynamic Programming Problems
10.3 Deterministic Dynamic Programming ─ Example 4改為簡單案例
10.4 Probabilistic Dynamic Programming ─ 僅教Example 6
第11章 Integer Programming11.1 Prototype Example
11.2 Some BIP Applications
11.3 Innovative Uses of Binary Variables in Model Formulation
11.4 Some Formulation Examples
11.5 Some Perspectives on Solving Integer Programming Problem
11.6 The Branch-and-Bound Technique and its Application to Binary integer Programming
11.7 A Branch-and-Bounds Algorithm for the Mixed Integer Programming
第12章 nonlinear programming Review Calculus
12.1 Sample applications
12.2 Graphical Illustration of Nonlinear Programming Problems
12.3 Types of Nonlinear Programming Problems
12.4 One-Variable Unconstrained Optimization
Appendix 3: Constrained Optimization with Equality Constraints
12.5 Multivariable Unconstrained Optimization
12.6 The Karush-Kuhn-Tucker(KKT) Conditions for Constrained Optimization
12.7 Quadratic Programming
第16章 Markov ChainReview Probability Theory
16.1 Stochastic Processes
16.2 Markov Chains
16.3 Chapman-Kolmogorov Equations
16.4 Classification of States of a Markov Chan
16.5 Long-Run Properties of A Markov Chain
16.6 First Passage Times
16.7 Absorbing States
第17章 Queueing Theory17.1 Prototype Example
17.2 Basic Structure of Queuing Models
17.3 Examples of Real Queuing Systems
17.4 The Role of the Exponential Distribution
17.5 The Birth-and-Death Process
17.6 Queuing Models Based on the Birth-and-Death Process
17.7 Queuing Models involving Nonexponential Distributions
17.8 Priority-Discipline Queuing Models
17.9 Queuing Networks
17.10 The Application of Queuing Theory
第20章 Simulation (option) 20.1 Simulations
20.2 Simulations
20.3 Simulations
20.4 Simulations

 

課程書目

F. S. Hillier and G. J. Lieberman, Introduction to Operations Research, 8th edition, 2005, McGraw-Hill Inc.

 

評分標準

項目百分比
3次期中考試(每次各佔25%)75%
作業、隨堂小考、隨堂表現、出席率25%
期中、期末考試依院方規定統一安排會考：預定利用4/9、5/14、6/25星期四傍晚(考試時間17:30-19:30, YI )進行會考，請依院方公告時間為主。 

本課程行事曆提供課程進度與考試資訊參考。

學期週次
上課日期
參考課程進度

第一週

02/24 02/26
  • Chapter 10 Dynamic Programming
第二週03/03 03/05
  • Chapter 10 Dynamic Programming
第三週03/10 03/12Chapter 10 Dynamic Programming
  • Chapter 11 Integer Programming
第四週03/17 03/19
  • Chapter 11 Integer Programming
第五週03/24 03/26
  • Chapter 11 Integer Programming
第六週03/31 04/02
  • Chapter 12 Nonlinear Programming
第七週04/07 04/09
  • Chapter 12 Nonlinear Programming 　
    04/09 第一次期中考 範圍：Chapter10,11
第八週04/14 04/16
  • Chapter 12 Nonlinear Programming
第九週04/21 04/23
  • Chapter 16 Markov Chain
第十週04/28 04/30
  • Chapter 16 Markov Chain
第十一週05/07 05/09
  • Chapter 16 Markov Chain
第十二週05/12 05/14
  • 05/14 第二次期中考 範圍：Chapter12,16.1-16.5
第十三週05/19 05/21
  • Chapter 17 Queueing Theory
第十四週05/26 05/28
  • Chapter 17 Queueing Theory
第十五週06/02-06/04
  • Chapter 17 Queueing Theory
第十六週06/09 06/11
  • Chapter 20 Simulation
第十七週06/16 06/18
  • Chapter 20 Simulation
第十八週06/25
  • 06/25 第二次期中考 範圍：Chapter16,17

課程作業

章節
作業範圍
第10章10.2-2、10.2-3；
10.3-1、10.3-3、10.3-6、10.3-12、10.3-14、10.3-17； 10.4-2、10.4-5
第11章11.1-4、11.1-6、11.1-7；
11.3-2、11.3-4(a)、11.3-5(a)(b)、11.3-7(a)、
11.4-1(a)(b)、11.4-4(a)(c)、11.4-5、 11.4-7、11.4-8(a)(b)；
11.5-1、11.5-4；
11.6-1、11.6-3、11.6-6、11.6-8；
11.7-3(a)、11.7-5、11.7-6(a)(b)(c) ；
11.8-2、11.8-4、11.8-7、11.8-8、11.8-10、11.8-12、11.8-14
第12章12.1-3；
12.2-3、12.2-7、12.2-10； 12.3-2、12.3-3、12.3-5；
12.4-1、12.4-6；
12.5-1、12.5-6；
12.6-3、12.6-4、12.6-7、12.6-8、12.6-13；
12.7-2、12.7-4
第16章16.3-2；
16.3-3；
16.4-2、16.4-3、16.4-5；
16.5-5、16.5-9；
16.6-2、16.6-4、16.6-5；
16.7-1、16.7-2
第17章17.2-3、17.2- 5、17.2-8、17.2-9；
17.4-1、17.4-3、17.4-5、17.4-7；
17.5-3、17.5-5、17.5-6、17.5-10、17.5-11；
17.6-9、17.6-14、17.6-18、17.6-20、17.6-23、17.6-24、 17.6-25、17.6-31；
17.7-1、17.7-2、17.7-4、17.7-6；
17.8-1、17.8-3、17.8-4,；
17.9-2、17.9-4；
17.10-2、17.10-3
COURSE
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