Readings

Chapter assignments are from the required textbook: Amazon logo Bertsimas, Dimitris, and John Tsitsiklis. Introduction to Linear Optimization. Belmont, MA: Athena Scientific, 1997. ISBN: 9781886529199.

LEC # TOPICS READINGS
1 Formulations Chapter 1
2 Geometry I Chapter 2.1-2.3
3 Geometry II Chapter 2.4-2.6
4 Geometry III Chapter 2.7-2.9
5 Simplex method I Chapter 3.1-3.2
6 Simplex method II Chapter 3.3-3.4
7 Simplex method III Chapter 3.5
8 Simplex method IV Chapter 3.6-3.8
9 Duality theory I Chapter 4.1-4.4
10 Duality theory II Chapter 4.5
11 Duality theory III Chapter 4.6-4.11
12 Sensitivity analysis Chapter 5.1-5.7
13 Robust optimization  
14 Large scale optimization I Chapter 6.1-6.4
15 Large scale optimization II Chapter 6.5
16 Network flows I Chapter 7.1-7.2
17 Network flows II Chapter 7.3-7.4
18 The Ellipsoid method Chapter 8.1-8.4
19 Problems with exponentially many constraints Chapter 8.5-8.6
20 Interior point methods I Chapter 9.1-9.2
21 Interior point methods II Chapter 9.3-9.5
22 Interior point methods III  
23 Semidefinite optimization Freund, Robert. "Introduction to Semidefinite Programming." (PDF) (Used with permission.)
24 Discrete optimization I Chapter 10
25 Discrete optimization II Chapter 11