Lectures Based on
Linear Programming: Foundations and Extensions
Graduate Level
Week | Monday | Wednesday |
---|---|---|
1 | Examples and Definitions | The Simplex Method |
2 | Degeneracy | Efficiency |
3 | Duality | Matrix Notation |
4 | Sensitivity and Parametric Analysis | Game Theory |
5 | Regression | Network Flows --Theory |
6 | Network Flows--Algorithms | Network Flows--Applications |
Fall Break | ||
7 | Structural Optimization | Interior-Point Methods, Path-Following |
8 | Homogeneous Self-Dual Method | Lecture on Projection |
9 | Lecture on Legendre Transform | Applications in Astronomy |
10 | Convex Analysis, Fenchel Duality | Convex Optimization, Weak and Strong Duality |
11 | Fenchel Duality. Examples. |
Convex Optimization, Nonconvex Optimization |
12 | Applications in Finance |