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Schedule

The dates for the two in-class midterms (10/22 and 12/5) 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 9/3 Labor Day: No Class
Wed 9/5 Course Overview H: PS0 out, due Mon. 9/10.

S: No section this week

2 Mon 9/10 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. 9/18

Wed 9/12 Breakout Session: Applications and Exercises (simple AMPL example) S: Sec 1, Intro to LP
 3 Mon 9/17 Extreme points, BFS, and optimality  Jensen & Bard: 3.1, 3.3  

H: PS2 (Modeling, Geometry), due Tue. 9/25

Wed 9/19 The Simplex Method

Jensen & Bard: 3.4, 3.5, 3.6,3.10 (for matrix representation)

 S: Sec 2, Modeling, Geometry/Algebra
 4 Mon 9/24 Simplex method: Phase 1 and Degeneracy Jensen & Bard: 3.7, 3.8  

H: PS3 (Simplex), due Tue. 10/2

Wed 9/26 LP duality  Jensen & Bard: 4.2 before complementary slackness S: Sec 3, Simplex method
 5 Mon 10/1 Sensitivity Analysis (AMPL files), also EO1 overview Jensen & Bard: 4.1  

H: Extreme Optimization I (due Tue. 10/9)

Wed 10/3 Sensitivity Analysis (cont.)  Jensen & Bard: p127-128 S: No sections – additional EO1 OHs
6 Mon 10/8 Columbus Day — no class H: Pset4 (Duality), due Tue. 10/16

 

Wed 10/10 Complementary slackness, start on Dual simplex  Jensen & Bard: 3.9  S: Sec 4, Duality
7 Mon 10/15 Dual simplex,  (If time permits, EO I review) H: No homework
Wed 10/17 Introduction to Integer Programming  Jensen & Bard: 7.1-7.7 S: No regular section. Midterm 1 review.

 

8 Mon 10/22 Midterm I H: Pset5 (Integer programming), due Tue. 10/30
Wed 10/24 Breakout Session: IP – Models and Exercises

(The ampl files for the Firehouse problem, in case you want to play with it)

S: Sec 5, Integer programming modeling
9 Mon 10/29 Branch and Bound I  Jensen & Bard: 8.3  

H: Pset6 (Branching and Bounding, Formulating, Tightening), due Fri. 11/9

Wed 10/31 Branch and Bound II; Formulation strength S: Sec 6, Branch and Bound
10 Mon 11/5 Cutting planes   Jensen & Bard: 8.4
Wed 11/7  Cuts, branch and cut, other tricks  Jensen & Bard: 8.5 S: Sec 7, Cutting Planes

H: Extreme Optimization II (due Fri. 11/16)

11 Mon 11/12 EO II: in-class teamwork
Wed 11/14 Markov Chains Hillier & Lieberman Chapter 16, Jensen & Bard: 11.3, 12, 13,  S: No section
12 Mon 11/19 EO II presentations or advanced materials H: Pset7 (Markov chains, MDPs), due Fri. 11/17

 

Wed 11/21  

Thanksgiving break – no class

S: No section

 

13 Mon 11/26 Markov Decision Processes  Hillier & Lieberman Chapter 19 H: no homework
Wed 11/28  TBD  S: Sec 8, Markov Chains, MDPs
14 Mon 12/3 Stochastic Optimization  Shapiro and Philpott ’07: sections 1 & 2 S: Midterm review
Wed 12/5 Midterm II