作業研究

講義

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參考書

• Boyd, S., Vandenberghe, L., 2004. Convex Optimization. Cambridge University Press, Cambridge.
• Bertsekas, D. P., 2009. Convex Optimization Theory. Athena Scientific, Belmont MA.
• Vanderbei, R. J., 2020. Linear Programming: Foundations and Extensions, 5th ed. Springer Nature, Cham.

其他資源

• 演算法筆記

授課時程

上課時間	課程進度
09/10	Orientation & Introduction; Placement Test
09/24	Jupyter Notebook: Markdown & LaTeX
10/01	Scientific Python Refresher
10/08	Optimization Fundamentals
10/15	Convex Sets & Functions
10/22	Convex Optimization Problems I; CVXPY I
10/29	Convex Optimization Problems II; CVXPY II
11/05	CVXPY III (DCP, GP); Linear Programming I
11/12	Linear Programming II
11/19	Linear Programming III; Duality; SVM
11/26	Heuristics; Neural Network
12/03	Application: Portfolio Optimization
12/10	Dynamic Programming I
12/17	Dynamic Programming II

授課教師

杜昌燁 cwtu320313 @ googlemail.com