Lectures Based on

Linear Programming: Foundations and Extensions

Undergraduate Level

Week Tuesday Thursday
1 Examples and Definitions The Simplex Method
2 Portfolio Optimization Degeneracy
3 Efficiency Baseball and Grading
4 Duality I Duality II
5 Matrix Notation Midterm 1
6 Parametric Self-Dual Simplex Method Regression
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7 Game Theory The MinCost Network Flow Problem
8 The Network Simplex Method Transportation Problem, Assignment Problem
9 Structural Optimization Review
10 Midterm 2 Integer Programming
11 Parametric Self-Dual Simplex Method and Efficient Frontier Interior-Point Methods
12 Pricing American Options Finding Earths via Linear Programming

Course Info: