The dates for the two in-class midterms (10/16 and 12/2) are set. Please clear up any possible conflicts for them. The rest of the schedule may have small changes as the semester goes.
[S: Section; H: Homework (Assignment)]
| Week | Day | Date | Lecture Topic | Optional Readings | (S)ection topic, (H)omework |
| 1 | Monday | 9/2 | Labor Day: No Class | ||
| Wed | 9/4 | Course Overview | H: PS0 out, due Mon. 9/9.
S: No section this week |
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| 2 | Mon | 9/9 | 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 |
H: PS1 (Intro to LP), due Tue. 9/17 |
| Wed | 9/11 | Breakout Session: Applications and Exercises (simple AMPL example) | S: Sec 1, Intro to LP | ||
| 3 | Mon | 9/16 | Extreme points, BFS, and optimality | Jensen & Bard: 3.1, 3.3 |
H: PS2 (Modeling, Geometry), due Tue. 9/24 |
| Wed | 9/18 | Extreme points, BFS, and optimality (Cont.), and the Simplex Method |
Jensen & Bard: 3.4, 3.5, 3.6,3.10 (for matrix representation) |
S: Sec 2, Modeling, Geometry/Algebra | |
| 4 | Mon | 9/23 | Simplex method: Phase 1 and Degeneracy | Jensen & Bard: 3.7, 3.8 |
H: PS3 (Simplex), due Tue. 10/1 |
| Wed | 9/25 | LP duality | Jensen & Bard: 4.2 before complementary slackness | S: Sec 3, Simplex method | |
| 5 | Mon | 9/30 | LP duality (continue) | Jensen & Bard: 4.1 |
H: Extreme Optimization I (due Tue. 10/8) |
| Wed | 10/2 | Sensitivity Analysis (AMPL files), also EO1 overview | Jensen & Bard: p127-128 | S: No sections – additional EO1 OHs | |
| 6 | Mon | 10/7 | Complementary slackness | Jensen & Bard: 3.9 | H: Pset4 (Duality), due Fri. 10/11
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| Wed | 10/9 | Dual simplex | S: Sec 4, Duality | ||
| 7 | Mon | 10/14 | Columbus Day — no class | H: No homework | |
| Wed | 10/16 | Midterm I | S: No regular section. | ||
| 8 | Mon | 10/21 | Dual Simplex (cont.), Introduction to Integer Programming | Jensen & Bard: 7.1-7.7 | H: Pset5 (Integer programming), due Thurs. 10/31 |
| Wed | 10/23 | Introduction to Integer Programming (cont.) | S: Sec 5, Integer programming modeling | ||
| 9 | Mon | 10/28 | Breakout Session: IP – Models and Exercises
(The ampl files for the Firehouse problem, in case you want to play with it) |
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| Wed | 10/30 | Branch and Bound | Jensen & Bard: 8.3 | H: Pset6 (Branching and Bounding, Formulating, Tightening), due Fri. 11/8
S: Sec 6, Branch and Bound |
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| 10 | Mon | 11/4 | Cutting planes | Jensen & Bard: 8.4 | |
| Wed | 11/6 | Cuts, branch and cut, other tricks | Jensen & Bard: 8.5 | S: Sec 7, Cutting Planes
H: Extreme Optimization II (due Fri. 11/15) |
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| 11 | Mon | 11/11 | EO II: in-class teamwork | ||
| Wed | 11/13 | Markov Chains | Hillier & Lieberman Chapter 16, Jensen & Bard: 11.3, 12, 13, | S: No section | |
| 12 | Mon | 11/18 | Markov Decision Processes | Hillier & Lieberman Chapter 19 | H: Pset7 (Markov chains, MDPs), due Mon. 11/25 |
| Wed | 11/20 |
Stochastic Optimization |
StochasticProgramming-ShapiroPhilpott-07 |
S: Sec 8, Markov Chains, MDPs |
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| 13 | Mon | 11/25 | Buffer time or Midterm II review, depending on how the semester goes | H: no homework | |
| Wed | 11/27 |
Thanksgiving break – no class |
S: No section |
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| 14 | Mon | 12/2 | Midterm II |