Lectures Based on
Linear Programming: Foundations and Extensions
and
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 14, 9 

4 
Duality II Chapter 5, Sections 58 
Baseball and Grading 

5 
Review Practice Midterm, Solutions 
Midterm 1 

6 
Matrix Notation Chapter 6 
Parametric SelfDual Simplex Method Chapter 7 

 SPRING  
 BREAK  

7 
Regression Chapter 12 
Game Theory Chapter 11 

8 
The MinCost Network Flow Problem Chapter 14, Sections 12 
The Network Simplex Method Chapter 14, Sections 36 

9 
Transportation Problem, Assignment Problem Chapter 15 
Structural Optimization Chapter 16 

10 
Integer Programming Chapter 23 
Parametric SelfDual Simplex Method and Efficient Frontier Chapter 13, Section 1 

11 
Review Practice Midterm, Solutions (corrected) 
Midterm 2 

12 
InteriorPoint Methods Chapter 17, Chapter 18 Sections 14 
Pricing American Options Chapter 13, Section 2 

Reading Period 
 45% 
 15% 
 15% 
 20% 
 5% 
 Wed  11:0012:30  005 Sherrerd 
 Wed  3:00 4:30  005 Sherrerd 
 Thu  5:00 6:30  005 Sherrerd 
 Thu  3:00 4:30,  209 Sherrerd 