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