Readings

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.)

Course Info

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