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.