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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

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


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)



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

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)

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


S: Sec 8, Markov Chains, MDPs

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

14 Mon 12/2 Midterm II