Lecture Notes
| LEC # | TOPICS | LECTURE NOTES |
|---|---|---|
| 1 | Applications of linear optimization | (PDF) |
| 2 | Geometry of linear optimization | (PDF) |
| 3 | Simplex method I | (PDF) |
| 4 | Simplex method II | (PDF) |
| 5 | Duality theory I | (PDF) |
| 6 | Duality theory II | (PDF) |
| 7 | Sensitivity analysis | (PDF) |
| 8 | Robust optimization | (PDF) |
| 9 | Large scale optimization | (PDF) |
| 10 | Network flows I Courtesy of Prof. Andreas Schulz. Used with permission. | ( PDF) |
| 11 | Network flows II Courtesy of Prof. Andreas Schulz. Used with permission. | (PDF) |
| 12 | Applications of discrete optimization | (PDF) |
| 13 | Branch and bound and cutting planes | (PDF) |
| 14 | Lagrangean methods | (PDF) |
| 15 | Heuristics and approximation algorithms | (PDF) |
| 16 | Dynamic programming | (PDF) |
| 17 | Applications of nonlinear optimization | (PDF) |
| 18 | Optimality conditions and gradient methods | (PDF) |
| 19 | Line searches and Newton's method | (PDF) |
| 20 | Conjugate gradient methods | (PDF) |
| 21 | Affine scaling algorithm | (PDF) |
| 22 | Interior point methods | (PDF) |
| 23 | Semidefinite optimization I | (PDF) |
| 24 | Semidefinite optimization II | (PDF) |
