The following is a tentative schedule of topics to be covered in each lecture. I reserve the right to change this schedule as pedagogic need dictates!
| Week 1 | |
| Mon July 6 | Course introduction and
overview Review of linear algebra 1.1: Setup of linear optimization problems |
| Tue July 7 | 1.2: Matrix formulation of linear
optimization problems
1.3: Geometric approach to linear optimization |
| Thu July 9 | 1.4: Extreme Point Theorem
1.5: Algebraic approach to linear optimization |
| Week 2 | |
| Mon July 13 |
2.1: The simplex method
|
| Tue July 14 |
2.3: The two phase method
|
| Thu July 16 |
3.1, 3.2: Duality
|
| Week 3 | |
| Mon July 20 |
3.2: More duality, review
|
| Tue July 21 |
Midterm 1 3.3: Computational relations between primal and dual problems |
| Thu July 23 |
3.3: More omputational relations between primal and dual problems
3.4: The dual simplex method |
| Week 4 | |
| Mon July 27 |
3.6: Sensitivity analysis 4.1: Introduction to integer programming |
| Tue July 28 |
4.2: Cutting plane methods
|
| Thu July 30 |
4.3: Branch and bound methods |
| Week 5 | |
| Mon August 3 |
5.* Applied topics
review |
| Tue August 4 |
Midterm 2 5.* Applied topics |
| Thu August 6 |
5.* Applied topics
|
| Week 6 | |
| Mon August 10 |
Homework 5 due 5.* Applied topics review |
| Tue August 11 | Final exam |