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: