ORF 307: Optimization
Lectures:
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 
Matrix Notation Chapter 6 
Catchup Lecture 

6 
QA Session (Snow Storm) 
Midterm 1 Practice Midterm, Solutions 

 SPRING  
 BREAK  

7 
Parametric SelfDual Simplex Method Chapter 7 
Regression Chapter 12 

8 
Game Theory Chapter 11 
The MinCost Network Flow Problem Chapter 14, Sections 12 

9 
The Network Simplex Method Chapter 14, Sections 36 
Transportation Problem, Assignment Problem Chapter 15 

10 
Structural Optimization Chapter 16 
Integer Programming Chapter 23 

11 
InteriorPoint Methods Chapter 17, Chapter 18 Sections 14 
Midterm 2 Practice Midterm, Solutions 

12 
Parametric SelfDual Simplex Method and Efficient Frontier Chapter 13, Section 1 
Pricing American Options Chapter 13, Section 2 

Reading Period 
 25% 
 25% 
 25% 
 25% 
 Thu  3:00 4:30,  209 Sherrerd 
 Fri  2:30 4:30,  125 Sherrerd 