Introduction to Mathematical Programming
Lecture Notes
LEC # |
TOPICS |
LECTURE NOTES |
1 |
Formulations |
(PDF) |
2 |
Geometry I |
(PDF) |
3 |
Geometry II |
(PDF) |
4 |
Geometry III |
(PDF) |
5 |
Simplex method I |
(PDF) |
6 |
Simplex method II |
(PDF) |
7 |
Simplex method III |
(PDF) |
8 |
Simplex method IV |
(PDF) |
9 |
Duality theory I |
(PDF) |
10 |
Duality theory II |
(PDF) |
11 |
Duality theory III |
(PDF) |
12 |
Sensitivity analysis |
(PDF) |
13 |
Robust optimization |
(PDF) |
14 |
Large scale optimization I |
(PDF) |
15 |
Large scale optimization II |
(PDF) |
16 |
Network flows I |
(PDF) |
17 |
Network flows II Courtesy of Prof. Andreas Schulz. Used with permission. |
(PDF) |
18 |
The Ellipsoid method |
(PDF) |
19 |
Problems with exponentially many constraints |
(PDF) |
20 |
Interior point methods I |
(PDF) |
21 |
Interior point methods II |
(PDF) |
22 |
Interior point methods III |
(PDF) |
23 |
Semidefinite optimization |
(PDF) |
24 |
Discrete optimization I |
(PDF) |
25 |
Discrete optimization II |
(PDF) |
Recitations
SES # |
TOPICS |
FILES |
R1 |
Introduction to mathematical programming |
(PDF) |
R2 |
Linear algebra review |
(PDF) |
R3 |
Geometry of linear programming |
(PDF) |
R4 |
Simplex method |
(PDF) |
R5 |
Duality theory |
(PDF) |
R6 |
Network flows |
(PDF) |
R7 |
Ellipsoid method |
(PDF) |
R8 |
Semidefinite programming |
(PDF) |