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