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	Pricing American Options
6	Parametric Self-Dual Simplex Method	Midterm
7	Midterm Post-Review	Parametric Self-Dual Simplex Method and Efficient Frontier
8	Game Theory	Regression
9	The MinCost Network Flow Problem	The Network Simplex Method
10	Transportation Problem, Assignment Problem	Structural Optimization
11	Integer Programming	Interior-Point Methods
12	Finding Earths via Linear Programming	Review

Course Info:

• Homeworks due every Thursday, 1:25pm sharp. 10% off for late homeworks
• Course project: last two weeks of the semester
• At the end of the semester, the lowest homework grade will be dropped
• One midterm (Thursday of 6th week) and one final.
• Final grade based on:
  • Homework: 20%
  • Project: 20%
  • Midterm: 25%
  • Final: 35%
• Precepts: 7-8pm on Tuesdays and Wednesdays
• AI Office Hours: 8-10pm after precept on Tuesday/Wednesday
• Vanderbei's Office Hours: Wednesday 3-4:30 (or by appt.)