SEEM3440/ ESTR3500

Code	Course Offering	SEEM3440/ ESTR3500
Title	Long Course Title	Operations Research II	運籌學（二）
Overview	Long Description	Non-linear programming: convex sets and functions; local and global optima; Lagrange multipliers; optimality conditions for unconstrained problems; descent methods; constrained optimization; Karush-Kuhn-Tucker conditions; solution methods. Non-differentiable optimization: integer programming models; formulations; cutting-plane methods; branch-and-bound. Dynamic programming: models and formulation; Bellman’s equations; solution methods.	非線性規劃：凸集及函數；局部及整體最優；Lagrange 乘子；約束問題的最優性條件；下降方法；有約束最優化；Karush-Kuhn-Tucker 條件；解法。不可微最優化：整規劃模型；問題的歸結；切割平面法；分枝定界。動態規劃：模型及歸約， Bellman 方程；解決方法。