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.) |