Baoding Liu, Ph.D.
Professor
Uncertainty Theory Laboratory
Department of Mathematical Sciences
Tsinghua University
Beijing 100084, China

liu@tsinghua.edu.cn
http://orsc.edu.cn/liu
Tel: +86.10.62787724

Office: Room 1307, New Science Buildings, Tsinghua University

UTLab Resources (Books, Lecture Slides, C++ Files, Courses)

Here are two books, lecture slides, C++ source files of simulations, genetic algorithms, neural networks, and hybrid intelligent algorithms. Feel free to download and use them. If you have any questions or comments, please contact me at liu@tsinghua.edu.cn.

Two Books

[1] B. Liu, Uncertainty Theory, 3rd ed., http://orsc.edu.cn/liu/ut.pdf.

Uncertainty theory is a branch of mathematics based on normality, monotonicity, self-duality, and countable subadditivity axioms. The goal of uncertainty theory is to study the behavior of uncertain phenomena such as fuzziness and randomness. The main topics include uncertainty theory, probability theory, credibility theory, and chance theory. This book provides a self-contained, comprehensive and up-to-date presentation of uncertainty theory. The purpose is to equip the readers with an axiomatic approach to deal with uncertainty.

[2] B. Liu, Theory and Practice of Uncertain Programming, 2nd ed., http://orsc.edu.cn/liu/up.pdf.

Real-life decisions are usually made in the state of uncertainty (fuzziness and randomness). How do we model optimization problems in uncertain environments? How do we solve these models? In order to answer these questions, this book provides a self-contained, comprehensive and up-to-date presentation of uncertain programming theory, including numerous modeling ideas and applications in system reliability design, facility location problem, vehicle routing problem, project scheduling problem, and machine scheduling problem.

Lecture Slides: Uncertainty Theory and Uncertain Programming

Download All Lecture Slides (Lecture.zip) (Main.pdf is the main file. Latex source files are included)

Main File

Probability Theory
Credibility Theory
Chance Theory
Uncertainty Theory

Stochastic Programming
Fuzzy Programming
Hybrid Programming
Uncertain Programming

System Reliability Design
Project Scheduling Problem
Vehicle Routing Problem
Facility Location Problem
Machine Scheduling Problem

C++ Source Files

UTLab.h   (Head File)

Genetic Algorithms
GA-1.cpp    GA-1.pdf    (Nonlinear Programming)
GA-2.cpp    GA-2.pdf    (Goal Programming)
GA-3.cpp    GA-3.pdf    (Multilevel Programming)

Neural Networks
NN-1.cpp    NN-1.pdf    (Single Output)
NN-2.cpp    NN-2.pdf    (Multiple Outputs)
NN-3.cpp    NN-3.pdf    (Noise Data)

Stochastic Simulation
Random-Simulation-1.cpp    Random-Simulation-1.pdf    (Expected Value)
Random-Simulation-2.cpp    Random-Simulation-2.pdf    (Probability)
Random-Simulation-3.cpp    Random-Simulation-3.pdf    (Critical Value)

Fuzzy Simulation
Fuzzy-Simulation-1.cpp    Fuzzy-Simulation-1.pdf    (Credibility)
Fuzzy-Simulation-2.cpp    Fuzzy-Simulation-2.pdf    (Critical Value)
Fuzzy-Simulation-3.cpp    Fuzzy-Simulation-3.pdf    (Expected Value)

Hybrid Simulation
Hybrid-Simulation-1.cpp    Hybrid-Simulation-1.pdf    (Chance)
Hybrid-Simulation-2.cpp    Hybrid-Simulation-2.pdf    (Critical Value)
Hybrid-Simulation-3.cpp    Hybrid-Simulation-3.pdf    (Expected Value)

Stochastic Programming
Stochastic-Programming-1.cpp    Stochastic-Programming-1.pdf    (Expected Value Model)
Stochastic-Programming-2.cpp    Stochastic-Programming-2.pdf    (Chance-Constrained Programming)
Stochastic-Programming-3.cpp    Stochastic-Programming-3.pdf    (Dependent-Chance Programming)

Fuzzy Programming
Fuzzy-Programming-1.cpp    Fuzzy-Programming-1.pdf    (Expected Value Model)
Fuzzy-Programming-2.cpp    Fuzzy-Programming-2.pdf    (Chance-Constrained Programming)

Uncertain Multilevel Programming
SMLP-1.cpp    SMLP-1.pdf    (Expected Value Multilevel Programming)
SMLP-2.cpp    SMLP-2.pdf    (Chance-Constrained Multilevel Programming)
SMLP-3.cpp    SMLP-3.pdf    (Dependent-Chance Multilevel Programming)

System Reliability Design
Random-SR-1.cpp    Random-SR-2.cpp    Random-SR-3.cpp

Project Scheduling Problem
Random-PSP-1.cpp    Random-PSP-2.cpp    Random-PSP-3.cpp
Fuzzy-PSP-1.cpp        Fuzzy-PSP-2.cpp        Fuzzy-PSP-3.cpp

Vehicle Routing Problem
Random-VRP-1.cpp    Random-VRP-2.cpp
Fuzzy-VRP-1.cpp        Fuzzy-VRP-2.cpp

Facility Location Problem
Random-FLA-1.cpp    Random-FLA-2.cpp    Random-FLA-3.cpp
Fuzzy-FLA-1.cpp        Fuzzy-FLA-2.cpp        Fuzzy-FLA-3.cpp

Machine Scheduling Problem
Random-MSP-1.cpp    Random-MSP-2.cpp    Random-MSP-3.cpp
Fuzzy-MSP-1.cpp        Fuzzy-MSP-2.cpp        Fuzzy-MSP-3.cpp

Tsinghua Course #1: Uncertainty Theory

Ph.D. Level Course #70420203
Fall 2001, 2002, 2003, 2004, 2005, 2006, 2008
Textbook: B. Liu, Uncertainty Theory, 3rd ed., http://orsc.edu.cn/liu/ut.pdf.

Uncertainty theory is a branch of mathematics based on normality, monotonicity, self-duality, and countable subadditivity axioms. The goal of uncertainty theory is to study the behavior of uncertain phenomena such as fuzziness and randomness. The main topics include uncertainty theory, probability theory, credibility theory, and chance theory. The main purpose of this course is to provide axiomatic foundations of uncertainty theory. The Course Grade is a composite of your homework and class performance.

Topics to be covered:
Probability Theory
Credibility Theory
Chance Theory
Uncertainty Theory

Tsinghua Course #2: Uncertain Programming

Master Level Course #60420214
Spring 1998, 1999, 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007, 2008
Textbook: B. Liu, Theory and Practice of Uncertain Programming, 2nd ed., http://orsc.edu.cn/liu/up.pdf.

Real-life decisions are usually made in the state of uncertainty (randomness and fuzziness). How do we model optimization problems in uncertain environments? How do we solve these models? In order to answer these two questions, this course provides a comprehensive and up-to-date presentation of uncertain programming theory, including numerous modeling ideas, hybrid intelligent algorithms, and applications in system reliability design, facility location problem, vehicle routing problem, project scheduling problem, and machine scheduling problem. The Course Grade is a composite of your performance on homework and mini-projects.

Topics to be covered:
Stochastic Programming
Fuzzy Programming
Hybrid Programming
System Reliability Design
Project Scheduling Problem
Vehicle Routing Problem
Facility Location Problem
Machine Scheduling Problem

Tsinghua Course #3: Multilevel Programming

Ph.D. Level Course #80420554
Spring 2004, 2005, 2006, 2007, 2008
Textbook: B. Liu, Theory and Practice of Uncertain Programming, 2nd ed., http://orsc.edu.cn/liu/up.pdf.

Multilevel programming offers a means of studying decentralized decision systems in which we assume that the leader and followers may have their own decision variables and objective functions, and the leader can only influence the reactions of followers through his own decision variables, while the followers have full authority to decide how to optimize their own objective functions in view of the decisions of the leader and other followers. This course provides not only deterministic multilevel programming but also uncertain multilevel programming as well as hybrid intelligent algorithms. The Course Grade is a composite of your performance on homework and mini-projects.