Optimization Methods
Lecture Notes
|
LEC # |
TOPICS |
LECTURE NOTES |
|
1 |
Applications of linear optimization |
(PDF) |
|
2 |
Geometry of linear optimization |
(PDF) |
|
3 |
Simplex method I |
(PDF) |
|
4 |
Simplex method II |
(PDF) |
|
5 |
Duality theory I |
(PDF) |
|
6 |
Duality theory II |
(PDF) |
|
7 |
Sensitivity analysis |
(PDF) |
|
8 |
Robust optimization |
(PDF) |
|
9 |
Large scale optimization |
(PDF) |
|
10 |
Network flows I Courtesy of Prof. Andreas Schulz. Used with permission. |
(PDF) |
|
11 |
Network flows II Courtesy of Prof. Andreas Schulz. Used with permission. |
(PDF) |
|
12 |
Applications of discrete optimization |
(PDF) |
|
13 |
Branch and bound and cutting planes |
(PDF) |
|
14 |
Lagrangean methods |
(PDF) |
|
15 |
Heuristics and approximation algorithms |
(PDF) |
|
16 |
Dynamic programming |
(PDF) |
|
17 |
Applications of nonlinear optimization |
(PDF) |
|
18 |
Optimality conditions and gradient methods |
(PDF) |
|
19 |
Line searches and Newton's method |
(PDF) |
|
20 |
Conjugate gradient methods |
(PDF) |
|
21 |
Affine scaling algorithm |
(PDF) |
|
22 |
Interior point methods |
(PDF) |
|
23 |
Semidefinite optimization I |
(PDF) |
|
24 |
Semidefinite optimization II |
(PDF) |
Recitations
Recitation notes are courtesy of Michael Frankovich and Shubham Gupta. Used with permission.
|
REC # |
FILES |
|
1 |
(PDF) |
|
2 |
(PDF) |
|
3 |
(PDF) |
|
4 |
(PDF) |
|
5 |
(PDF) |
|
6 |
(PDF) |
|
7 |
(PDF) |
|
8 |
(PDF) |
|
9 |
(PDF) |
|
10 |
(PDF) |
|
11 |
(PDF) |
Assignments
|
ASSN # |
FILES |
|
1 |
(PDF) |
|
2 |
|
|
3 |
(PDF) |
|
4 |
(PDF) |
|
5 |
(PDF) |
|
6 |
(PDF) |
|
7 |
(PDF) |
|
8 |
(PDF) |
Exams
This section contains exams from previous years and review material.
|
EXAMS |
FILES |
|
Midterms |
|
|
2008 Midterm |
(PDF) |
|
2009 Midterm solutions |
(PDF) |
|
Finals |
|
|
2003 Final |
|
|
2006 Final |
(PDF) |
|
2009 Final review |
(PDF) |