Chapter assignments 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 | Formulations | Chapter 1 |
2 | Geometry I | Chapter 2.1-2.3 |
3 | Geometry II | Chapter 2.4-2.6 |
4 | Geometry III | Chapter 2.7-2.9 |
5 | Simplex method I | Chapter 3.1-3.2 |
6 | Simplex method II | Chapter 3.3-3.4 |
7 | Simplex method III | Chapter 3.5 |
8 | Simplex method IV | Chapter 3.6-3.8 |
9 | Duality theory I | Chapter 4.1-4.4 |
10 | Duality theory II | Chapter 4.5 |
11 | Duality theory III | Chapter 4.6-4.11 |
12 | Sensitivity analysis | Chapter 5.1-5.7 |
13 | Robust optimization | |
14 | Large scale optimization I | Chapter 6.1-6.4 |
15 | Large scale optimization II | Chapter 6.5 |
16 | Network flows I | Chapter 7.1-7.2 |
17 | Network flows II | Chapter 7.3-7.4 |
18 | The Ellipsoid method | Chapter 8.1-8.4 |
19 | Problems with exponentially many constraints | Chapter 8.5-8.6 |
20 | Interior point methods I | Chapter 9.1-9.2 |
21 | Interior point methods II | Chapter 9.3-9.5 |
22 | Interior point methods III | |
23 | Semidefinite optimization | Freund, Robert. "Introduction to Semidefinite Programming." (PDF) (Used with permission.) |
24 | Discrete optimization I | Chapter 10 |
25 | Discrete optimization II | Chapter 11 |