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: