15.093J | Fall 2009 | Graduate

Optimization Methods

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)

Network flows I

Courtesy of Prof. Andreas Schulz. Used with permission.


Network flows II

Courtesy of Prof. Andreas Schulz. Used with permission.

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)

Course Info

Learning Resource Types
Problem Sets
Lecture Notes