Week |
M |
|
W |
|
F |
Homeworks
|
1 (01/08-01/12) |
Examples of
optimization problems
|
|
Feasibility & Optimality
|
|
Linear Programming:
Introduction
|
HW
1 |
2 (01/15-01/19) |
Martin Luther King
Jr. holiday
|
|
Linear Programming:
Optimality conditions
|
|
cont.
|
HW 2 |
3 (01/22-01/26) |
Linear Programming:
general theory
|
|
cont.
|
|
Standard form of
linear programs
|
HW
3 |
4 (01/29-02/02) |
Simplex method
|
|
cont.
|
|
Dual problems
|
HW
4 |
5 (02/05-02/09) |
Duality theory
|
|
Complementary slackness
&
Sensitivity analysis
|
|
Midterm
review
|
HW
5 |
6 (02/12-02/16) |
Midterm
|
|
Review of midterm
(or Game theory)
|
|
Unconstrained nonlinear
optimization: optimality
conditions
|
HW
6 |
7 (02/19-02/23) |
Presidents’ Day holiday
|
|
Unconstrained nonlinear
optimization: Newton's method
|
|
Linear
equality constrained
problems: optimality conditions
|
HW
7 |
8 (02/26-03/02) |
Nonlinear equality
constrained
problems: optimality conditions
|
|
Linear inequality
constrained
problems: optimality conditions |
|
cont.
|
HW
8 |
9 (03/05-03/09) |
Nonlinear inequality
constrained
problems: optimality conditions |
|
The Lagrangian function and
sensitivity analysis
|
|
Interior
point methods
|
HW
9 |
10 (03/12-03/16) |
Convexity
and
convex optimization
|
|
cont.
|
|
Final Review
|
HW 10
|
|
|
|
|
|
|
|