课程大纲
COURSE SYLLABUS
1.
课程代码/名称
Course Code/Title
工程优化基础/Engineering Optimization and Decision
2.
课程性质
Compulsory/Elective
选修/ Elective
3.
课程学分/学时
Course Credit/Hours
3/48
4.
授课语言
Teaching Language
Chinese/English
5.
授课教师 Instructor(s)
杨再跃
6.
是否面向本科生开放
Open to
undergraduates
or not
是 Yes
7.
先修要求
Pre-requisites
研究生无先修课
本科生：高等数学、线性代数
8.
教学目标 Course Objectives
培养学生科学地运用运筹学理论和算法解决工程应用中的实际优化问题的能力。本课程要求学生掌握常见的运筹学模型、
基本的优化理论，以及典型的优化算法。
The objective is to enhance the ability of using fundamental theories and typical algorithms of
operation research in dealing with practical engineering optimization and decision-making
problems. The students are required to comprehend the mathematical models of operation
research, the fundamental optimization theory and typical optimization algorithms.
9.
教学方法 Teaching Methods
课堂讲授与课后练习相结合。
Lecturing and assignments.
10.
教学内容 Course Contents
绪论、线性规划问题模型/Introduction, linear programming and its model
单纯形法/Simplex method
其它单纯形法/Other simplex methods
对偶理论与灵敏度分析/Duality theory and sensitivity analysis
非线性规划问题 模型、无约束问题 /Nonlinear programming and its model,
unconstrained problem
有约束问题、凸规划问题/Constrained problem, convex problem
无约束算法、有约束算法/Unconstrained algorithms, constrained algorithms
整数 规划 问 题模 型、 分支定界法 /Integer programming, branch and bound
method
割平面法、0-1 规划/Cutting plain method, 0-1 programming
动态规划问题模型、最优性原理/Dynamic programming, optimality principle
动 态 规 划 应 用 、 动 态 规 划 与 静 态 规 划 的 关 系 /Applications of dynamic
programming, dynamic programming vs static programming
博 弈 论 、 完 全 信 息 静 态 博 弈 /Game theory, static games of complete
information
纳什均衡/Nash equilibrium
完全信息动态博弈/Dynamic games of complete information
启发式方法及其应用/Heuristic approaches and applications
遗传算法/Genetic algorithm
11.
课程考核 Course Assessment
50%平时成绩与 50%期末考试成绩。50% from assignments and 50% from final exam.
12.
教材及其它参考资料 Textbook and Supplementary Readings
运筹学. 清华大学出版社, 第 4 版, 2012.
最优化理论与算法. 清华大学出版社, 第 2 版, 2005.
Operations Research: An Introduction. Prentice Hall, 9th, 2011.