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 |