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1、OptimizationMethodsLIXiaoleiqylxl@sdu.edu.cnSyllabusInstructor:LIXiaoleiOffice:MainBldg.604E-mail:qylxl@sdu.edu.cn(Forcorrespondence,pleaseincludeOM2012intheSUBJECT)SectionWebsite:UnderconstructionOfficeHours:workhoursonweekdaysCourseObjectives:Theaimofthisc
2、ourseisto,–Givemethods,algorithms,andsolutionstosolvemathematicalprogrammingproblems.–Exposestudentstosomespecializedsoftwareforthesolutionofsuchproblems.–Formulateanddevelopmathematicalmodelsforthesolutionofrealworldproblems.SyllabusCourseOutcomes:–Formulat
3、eengineeringproblemsasmathematicalprogrammingproblems,suchasLinearProgrammingproblems,IntegerProgrammingproblems,NonlinearProgrammingproblems,andsoon.–UsethesimplexalgorithmtofindtheoptimalsolutionforLP.StudentscanlookinsightoftheLPbysensitivityanalysisanddu
4、ality.–SolveIP/MIPbytheBranch-and-BoundMethod.–UsenumericaloptimizationmethodstofindtheoptimalsolutionforunconstrainedNLP-functionsofsinglevariable.–Knowthenecessaryandsufficientoptimalitycriteriaforunconstrainedandconstrainednon-linearprogrammingproblems.–U
5、seLargrangemultiplierstofindtheoptimalsolutionfornonlinearprogramsconstrainedbyequations.–KnowsomemodernoptimizationmethodslikeGeneticAlgorithm,AntColonyAlgorithm,ParticleSwarmOptimizationAlgorithmsandArtificialFish-schoolAlgorithm.–Knowsomeoftheavailablesol
6、utionpackagessuchasMATLAB,ExcelSolver,LINGO,etc.andknowhowtousethemtosolvemathematicalprogrammingproblems.SyllabusReferences–Lecturenotes–WAYNEL.WINSTON.OPERATIONSRESEARCH:MathematicalProgramming(ThirdEdition),2003.–R.Fletcher.PracticalMethodsofOptimization(
7、SecondEdition),JohnWiley&Sons,2008.–ScottKirkpatrick.OptimizationbySimulatedAnnealing:QuantitativeStudiesJournalofStatisticalPhysics,Vol.34,Nos.5/6,1984:975-986.–JohnH.Holland.GeneticAlgorithms.ScienceAmerican,1992July:44-50.–Kennedy,J.,Eberhart,R.ParticleSw
8、armOptimization.ProceedingsofIEEEInternationalConferenceonNeuralNetworks.IV.1995:1942–1948.–M.Dorigo,V.Maniezzo&A.Colorni.AntSystem:OptimizationbyaColonyofCooperatingAgents,IEEETransactionsonSys
