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.) |
