Assigned chapters are from the required textbook: Bertsimas, Dimitris, and John Tsitsiklis. *Introduction to Linear Optimization*. Belmont, MA: Athena Scientific, 1997. ISBN: 9781886529199.

LEC # | TOPICS | READINGS |
---|---|---|

1 | Applications of linear optimization | Chapter 1 |

2 | Geometry of linear optimization | Chapter 2 |

3-4 | Simplex method | Chapter 3 |

5-6 | Duality theory | Chapter 4 |

7 | Sensitivity analysis | Chapter 5 |

8 | Robust optimization | |

9 | Large scale optimization | Chapter 6 |

10-11 | Network flows | Chapter 7 |

12 | Applications of discrete optimization | Chapter 10 |

13-16 |
Branch and bound and cutting planes Lagrangean methods Heuristics and approximation algorithms Dynamic programming |
Chapter 11 |

17 | Applications of nonlinear optimization | |

18 | Optimality conditions and gradient methods | |

19 | Line searches and Newton’s method | |

20 | Conjugate gradient methods | |

21 | Affine scaling algorithm | |

22 | Interior point methods | Chapter 9 |

23-24 | Semidefinite optimization | Freund, Robert. “Introduction to Semidefinite Programming.” (PDF) (Used with permission.) |