Lectures Based on
Linear Programming: Foundations and Extensions
Undergraduate Level
| Week | Tuesday | Thursday |
|---|---|---|
| 1 | Examples and Definitions | The Simplex Method |
| 2 | AMPL | Degeneracy |
| 3 | Efficiency | Portfolio Optimization |
| 4 | Duality I | Duality II |
| 5 | Pricing American Options | Midterm 1 |
| 6 | Matrix Notation | Game Theory |
| 7 | Self-Dual Simplex Method | Parametric Simplex Method and Efficient Frontier |
| 8 | Regression | The MinCost Network Flow Problem |
| 9 | The Network Simplex Method | Transportation Problem, Assignment Problem |
| 10 | Shortest-Paths Problem, Dijkstra's Algorithm | Midterm 2 |
| 11 | Structural Optimization | Integer Programming |
| 12 | Interior-Point Methods | Quadratic Programming |