ORF 307: Optimization
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 14, 9 

4 
Duality II Chapter 5, Sections 58 
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 SelfDual Simplex Method Chapter 7 
Regression Chapter 12 

8 
Game Theory Chapter 11 
The MinCost Network Flow Problem Chapter 14, Sections 12 

9 
The Network Simplex Method Chapter 14, Sections 36 
Transportation Problem, Assignment Problem Chapter 15 

10 
Integer Programming Chapter 23 
InteriorPoint Methods Chapter 17, Chapter 18 Sections 14 

11 
QA Session 
Midterm 2 Practice Midterm, Solutions Another Practice Midterm 

12 
Parametric SelfDual Simplex Method and Efficient Frontier Chapter 13, Section 1 
Pricing American Options Chapter 13, Section 2 

Reading Period 
 25% 
 25% 
 25% 
 25% 
 Wed  8:30 10:00,  101 Sherrerd,  cerenzia@princeton.edu 
 Thu  3:00 4:30,  209 Sherrerd,  rvdb@princeton.edu 
 Thu  5:00 7:00,  006 Sherrerd,  jfjoseph@princeton.edu 
 Tue  4:30 6:30,  107 Sherrerd,  lrxue@princeton.edu 