ORF 307: Optimization

Course Textbooks:

Homework:

Lectures:

Week Tuesday Thursday
1
 		 Examples and Definitions
Chapter 1		 The Simplex Method
Chapter 2
2
 		 Portfolio Optimization
Chapter 13, Section 1		 Degeneracy
Chapter 3
3
 		 Efficiency
Chapter 4		 Duality I
Chapter 5, Sections 1-4, 9
4
 		 Duality II
Chapter 5, Sections 5-8		 Baseball and Grading
 
5
 		 Matrix Notation
Chapter 6		 Catchup Lecture
 
6
 		 QA Session (Snow Storm)
  		Midterm 1
Practice Midterm, Solutions
Another Practice Midterm
 
------------------- SPRING --------------
-------------- BREAK -------------------
7
 		 Parametric Self-Dual Simplex Method
Chapter 7		 Regression
Chapter 12
8
 		 Game Theory
Chapter 11		 The MinCost Network Flow Problem
Chapter 14, Sections 1-2
9
 		 The Network Simplex Method
Chapter 14, Sections 3-6		 Transportation Problem, Assignment Problem
Chapter 15
10
 		 Integer Programming
Chapter 23		 Interior-Point Methods
Chapter 17, Chapter 18 Sections 1-4
11
 		 QA Session Midterm 2
Practice Midterm, Solutions
Another Practice Midterm
12
 		 Parametric Self-Dual Simplex Method and Efficient Frontier
Chapter 13, Section 1		 Pricing American Options
Chapter 13, Section 2
Reading Period

Course Info: