Math 164 Lecture 1 Course Schedule November 28, 2007

• Lecture 1 (09/28): Course information; Examples of Optimization Problems.
• Lecture 2 (10/01): Feasibility and Optimality.
• Lecture 3 (10/03): Linear Programming: Introduction.
• Lecture 4 (10/05): Linear Programming: Optimality Conditions. Part I.

• Homework 1 (Due 10/11)

• Lecture 5 (10/08): Linear Programming: Optimality Conditions. Part II.
• Lecture 6 (10/10): Linear Programming: General Theory. Part I.
• Lecture 7 (10/12): Linear Programming: General Theory. Part II.

• Homework 2 (Due 10/18)

• Lecture 8 (10/15): Standard Form of Linear Programs.
• Lecture 9 (10/17): The Simplex Method. Part I.
• Lecture 10 (10/19): The Simplex Method. Part II.

• Homework 3 (Due 10/25)

• Lecture 11 (10/22): Dual Problems.
• Lecture 12 (10/24): Duality Theory.
• Lecture 13 (10/26): Complementary Slackness and Sensitivity Analysis.

• Homework 4 (Due 11/01)

• (10/29): Midterm Review.
• (10/31): Midterm. Solutions.
• (11/02): Review of Midterm/Game Theory.

• Homework 5 (Due 11/08)

• Lecture 14 (11/05): Unconstrained Nonlinear Optimization: Optimality Conditions
• Lecture 15 (11/07): Unconstrained Nonlinear Optimization: Newton's Method
• Lecture 16 (11/09): Linear Equality Constrained Optimization.

• Homework 6 (Due 11/15)

• (11/12): Holiday.
• Lecture 17 (11/14): Nonlinear Equality Constrained Optimization.
• Lecture 18 (11/16): Linear Inequality Constrained Optimization: Part I.

• Homework 7 (Due 11/21 in class)

• Lecture 19 (11/19): Linear Inequality Constrained Optimization: Part II.
• Lecture 20 (11/21): Nonlinear Inequality Constrained Optimization.
• (11/23): Holiday.

• Homework 8 (Due 11/29).

• Lecture 21 (11/26): The Lagrangian Function and Sensitivity Analysis
• Lecture 22 (11/28): Convexity and Convex Optimization: Part I.
• Lecture 23 (11/30): Convexity and Convex Optimization: Part II.

• Homework 9 (Due 12/06).

• Lecture 24 (12/03): Interior Point Methods.
• Lecture 25 (12/05): Final Review.
• Lecture 26 (12/07): TBA.