課程編碼 Course Code | 中文課程名稱 Course Name (Chinese) | 英文課程名稱 Course Name (English) | 總學分數 Credits | 總時數 Hours |
---|---|---|---|---|
6105068 | 最佳化理論 | Introduction to Optimization | 3.0 | 3 |
中文概述 Chinese Description | 本課程將會介紹「非限制最佳化問題、線性規劃、非線性限制最佳化問題」。這些問題將會由數學推導與MATLAB模擬得到解決。對於解決非限制最佳化問題,一維搜尋法、梯度法、牛頓共軛方向法、擬牛頓法會將在本課程介紹及使用;線性規劃問題會利用單形法來解決;拉格朗日及KKT乘數則用來解決非線性限制最佳化問題。 | |||
英文概述 English Description | Course Description:In this course, unconstrained optimization problems, linear programming, and nonlinear constrained optimization problems are presented. Mathematical derivations and MATLAB simulations are used to analyze and obtain the solutions to these problems. For unconstrained optimization problems, one-dimensional search, gradient, Newton's, conjugate direction, quasi-Newton methods are presented. For linear programming problems, simplex method is introduced. Last, Lagrange and Karush-Kuhn-Tucker multipliers are presented for solving nonlinear constrained optimization problems. |
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