6.251J | Fall 2009 | Graduate

Introduction to Mathematical Programming

Lecture Notes

1 Formulations (PDF)
2 Geometry I (PDF)
3 Geometry II (PDF)
4 Geometry III (PDF)
5 Simplex method I (PDF)
6 Simplex method II (PDF)
7 Simplex method III (PDF)
8 Simplex method IV (PDF)
9 Duality theory I (PDF)
10 Duality theory II (PDF)
11 Duality theory III (PDF)
12 Sensitivity analysis (PDF)
13 Robust optimization (PDF)
14 Large scale optimization I (PDF)
15 Large scale optimization II (PDF)
16 Network flows I (PDF)

Network flows II

Courtesy of Prof. Andreas Schulz. Used with permission.

18 The Ellipsoid method (PDF)
19 Problems with exponentially many constraints (PDF)
20 Interior point methods I (PDF)
21 Interior point methods II (PDF)
22 Interior point methods III (PDF)
23 Semidefinite optimization (PDF)
24 Discrete optimization I (PDF)
25 Discrete optimization II (PDF)