Lectures Based on

Linear Programming: Foundations and Extensions

and

Graduate Level

Fall 2013

Week | Tuesday | Thursday |
---|---|---|

0 | --- | Examples and Definitions |

1 | The Simplex Method | Degeneracy |

2 | Efficiency | Duality |

3 | Matrix Notation | Sensitivity and Parametric Analysis |

4 | Game Theory | Regression |

5 | Network Flows --Theory | Network Flows--Algorithms |

6 | Network Flows--Applications | Finish previous lecture |

Fall Break | ||

7 | Structural Optimization | Interior-Point Methods, Path-Following |

8 | Homogeneous Self-Dual Method | Nonlinear Optimization |

9 | Convex Applications | Non-convex Applications |

10 | Continuation | Thanksgiving |

11 | Applications in Astronomy | Integer Programming |

12 | Pricing American Options---The Problem | Pricing American Options---The Duality-Based Solution |

Slides from previous years: