ORF 307: Optimization

Course Textbooks:

Homework:

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 1-4, 9
4
 
Duality II
Chapter 5, Sections 5-8
Baseball and Grading
 
5
 
Matrix Notation
Chapter 6
Catchup Lecture
 
6
 
QA Session (Snow Storm)
 
Midterm 1
Practice Midterm, Solutions
 
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7
 
Parametric Self-Dual Simplex Method
Chapter 7
Regression
Chapter 12
8
 
Game Theory
Chapter 11
The MinCost Network Flow Problem
Chapter 14, Sections 1-2
9
 
The Network Simplex Method
Chapter 14, Sections 3-6
Transportation Problem, Assignment Problem
Chapter 15
10
 
Structural Optimization
Chapter 16
Integer Programming
Chapter 23
11
 
Interior-Point Methods
Chapter 17, Chapter 18 Sections 1-4
Midterm 2
Practice Midterm, Solutions
12
 
Parametric Self-Dual Simplex Method and Efficient Frontier
Chapter 13, Section 1
Pricing American Options
Chapter 13, Section 2
Reading Period

Course Info: