Lectures Based on

Linear Programming: Foundations and Extensions

and

AMPL

Undergraduate Level

Week Tuesday Thursday
1
 
Examples and Definitions
Chapter 1
The Simplex Method
Chapter 2
2
 
Portfolio Optimization
Chapter 13, Section 1
Degeneracy
Chapter 3
3
 
Efficiency
Chapter 4
Duality I
Chapter 5, Sections 1-4, 9
4
 
Duality II
Chapter 5, Sections 5-8
Baseball and Grading
 
5
 
Review
Practice Midterm, Solutions
Midterm 1
 
6
 
Matrix Notation
Chapter 6
Parametric Self-Dual Simplex Method
Chapter 7
 
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7
 
Regression
Chapter 12
Game Theory
Chapter 11
8
 
The MinCost Network Flow Problem
Chapter 14, Sections 1-2
The Network Simplex Method
Chapter 14, Sections 3-6
9
 
Transportation Problem, Assignment Problem
Chapter 15
Structural Optimization
Chapter 16
10
 
Integer Programming
Chapter 23
Parametric Self-Dual Simplex Method and Efficient Frontier
Chapter 13, Section 1
11
 
Review
Practice Midterm, Solutions (corrected)
Midterm 2
 
12
 
Interior-Point Methods
Chapter 17, Chapter 18 Sections 1-4
Pricing American Options
Chapter 13, Section 2
Reading Period

Course Info: