主 题：Quantitative Management Methods and Applications
主讲人：台北科技大学 蔡荣发教授
主持人：工商管理学院产业经济学研究所 邱奕宾 副教授
时 间：2015年4月17日（周五）上午 10：00-11：30
地 点：柳林校区 颐德楼 H101
主办单位：工商管理学院 科研处
主讲人简介：
蔡荣发博士为台北科技大学经营管理系主任。主要从事管理与决策、信息管理、优化方法与应用的研究。并担任国际期刊Mathematical Problems in Engineering (SCI) 和Journal of Applied Mathematics (SCI) 主编。蔡教授有相当杰出的科研成果，目前已在国际著名期刊发表上发表学术科研论文38篇；其中包括SCI论文33篇、EI论文1篇和TSSCI论文3篇，并出版1部英文学术著作。
内容摘要：
Quantitative management methods include various heuristic and deterministic approaches. This talk would like to focus on deterministic optimization approaches and the applications in management problems such as portfolio selection, currency arbitrage, performance measurement, supply chain management, stock cutting etc. Deterministic optimization is the task of finding the absolutely best set of admissible conditions to achieve an objective under given constraints, assuming that both are formulated in mathematical terms. Various global optimization methods have been developed and widely applied in solving many management problems. Applications to management problems usually require a very precise and optimal solution and a globally optimal solution of the application problems plays a critical role. However, these real-world optimization problems are usually formulated as nonconvex problems which are difficult to be solved for finding a global solution by conventional optimization methods. Therefore, some deterministic optimization methods have been developed for convexifying a nonconvex function to obtain a globally optimal solution. This presentation would like to discuss about how to utilize a deterministic optimization approach to find a global optimum of various management problems. The presented deterministic optimization approach transforms a nonconvex program into a convex program by convexification and linearization techniques and is thus guaranteed to reach a global optimum. Several application problems are also used to illustrate the usefulness of the deterministic optimization method.
