Lectures Based on

Linear Programming: Foundations and Extensions



Graduate Level

Fall 2013

Week Tuesday Thursday
0 --- Examples and Definitions
1 The Simplex Method Degeneracy
2 Efficiency Duality
3 Matrix Notation Sensitivity and Parametric Analysis
4 Game Theory Regression
5 Network Flows --Theory Network Flows--Algorithms
6 Network Flows--Applications Finish previous lecture
Fall Break
7 Structural Optimization Interior-Point Methods, Path-Following
8 Homogeneous Self-Dual Method Nonlinear Optimization
9 Convex Applications Non-convex Applications
10 Continuation Thanksgiving
11 Applications in Astronomy Integer Programming
12 Pricing American Options---The Problem Pricing American Options---The Duality-Based Solution

Slides from previous years: