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
	------------------- SPRING --------------	-------------- BREAK -------------------
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:

• Homeworks due every Thursday, 4:20pm sharp. 10% off for late homeworks (submitted before 5pm on Friday).
• At the end of the semester, the lowest homework grade will be dropped
• Two midterms (Thursday of the 5th and 10th weeks) and one final.
• Final grade based on:
  • Homework: 15%
  • Midterms: 25% each
  • Final: 35%
• Precepts: 7:30-8:20pm on Tuesdays and Wednesdays (Sherrerd 101)
• AI Office Hours:
  • Cagin Ararat: Tue 5:25pm -- 7:25pm.
  • Firdevs Ulus: Wed 5:25pm -- 7:25pm.
• Vanderbei's Office Hours: Wednesday 3-4:30 (or by appt.)