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Schedule

[S: Section; H: Homework (Assignment)]

Week Day Date Lecture Topic Optional Readings (S)ection topic, (H)omework
Wed 8/31 Introduction H: PS0 out, due Tue. 9/6.
2 Mon 9/5 Labor Day: No Class S: No section this week

H: No homework this week

Wed 9/7 Introduction to Linear Programming and linear algebra review  Jensen & Bard 2.1-2.3, 2.5, 3.1 (can ignore the two definitions for now), 3.2
 3 Mon 9/12 Applications and Exercises (simple AMPL example) S: Sec 1, Intro to LP

H: PS1 (Intro to LP), due Fri 9/16

Wed 9/14 Extreme points, BFS, and optimality

Jensen & Bard: 3.1, 3.3

 4 Mon 9/19 The Simplex Method Jensen & Bard: 3.4, 3.5, 3.6,3.10 (for matrix representation) S: Sec 2, Modeling, Geometry/Algebra

H: PS2 (Modeling, Geometry), due Fri 9/23

Wed 9/21 Simplex method (Advanced topics) Jensen & Bard: 3.7, 3.8
 5 Mon 9/26 LP duality  Jensen & Bard: 4.2 before complementary slackness S: Sec 3, Simplex method

H: PS3 (Simplex), due Fri 9/30

Wed 9/28 Sensitivity Analysis (AMPL files), also EO1 overview  Jensen & Bard: 4.1
6 Mon 10/3 Senitivity Analysis (cont.), Complementary slackness  Jensen & Bard: p127-128 S: No sections – additional EO1 OHs

H: Extreme Optimization I (due Fri 10/7)

Wed 10/5 Dual simplex  Jensen & Bard: 3.9
7 Mon 10/10 Columbus Day — no class S: Sec 4, Duality; Midterm review

H: Pset4 (Duality), due Fri 10/14

Wed 10/12 EO one presentations
8 Mon 10/17 Midterm I S: No section

H: No homework

Wed 10/19 Introduction to Integer Programming  Jensen & Bard: 7.1-7.7
9 Mon 10/24 IP – Models and Exercises (ampl) S: Sec 5, Integer programming modeling

H: Pset5 (Integer programming), due 10/28

Wed 10/26 Branch and Bound I; also EO2 overview  Jensen & Bard: 8.3
10 Mon 10/31 Branch and Bound II; Formulation strength S: Sec 6, Branch and Bound
H: Extreme Optimization II (due 11/4)
Wed 11/2 Cutting planes  Jensen & Bard: 8.4
11 Mon 11/7 Cuts, branch and cut, other tricks  Jensen & Bard: 8.5 S: Sec 7, Cutting Planes

H: Pset6 (Cuts, formulation strength), due 11/11

Wed 11/9 Markov Chains  Hillier & Lieberman Chapter 16, Jensen & Bard: 11.3, 12, 13,
12 Mon 11/14 Markov Decision Processes  Hillier & Lieberman Chapter 19  S: Sec 8, Markov Chains, MDPs

H: Pset7 (Markov chains, MDPs), due 11/18

Wed 11/16 Extreme Optimization Two
13 Mon 11/21 Juan Pablo Vielma (MIT)
slides
S: No section

H: No homework

Wed 11/23 Thanksgiving break – no class
14 Mon 11/28 Stochastic Optimization
Van Hentenryck slides (1 of 2) Van Hentenryck slides (2 of 2)
 Shapiro and Philpott ’07: sections 1 & 2 S: Midterm review

H: No homework

Wed 11/30 Midterm II