Lectures Based on

Linear Programming: Foundations and Extensions

Graduate Level

Fall 2010

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	Midterm
Fall Break
7	Structural Optimization	Interior-Point Methods, Path-Following
8	Review of Midterm	Homogeneous Self-Dual Method
9	Review of Currency Exchange Exercise and Intro to AMPL	Thanksgiving
10	Applications in Astronomy	Other Applications
11	Convex Optimization, Nonconvex Optimization	Pricing American Options---The Problem
12	Pricing American Options---The Duality-Based Solution	Integer Programming

Slides from previous years:

• 2007