Linear and Integer Optimization
Instructor: Antonios Varvitsiotis
Textbook: Introduction to Linear and Integer optimization, Bertsimas and Tsitsiklis, Athena Scientific
Week 1 (lecture 1): Introduction
Week 1 (lecture 2): Linear algebra bootcamp
Week 2: Theory of convex sets
Week 3: Geometry of linear programming
Week 4: The simplex algorithm
Week 5: Linear programming duality
Weeks 6 &7: Flows
Week 8: midterm
Weeks 9 & 10: Integer Programming
Week 11 (lecture 1): Totally unimodular matrices
Week 11 (lecture 2): Ellipsoid method
Week 12 (lecture 1): Dynamic programming
Week 12 (lecture 2): Large scale linear programming
Week 13 (lecture 1): Approximation algorithms
Week 13 (lecture 2): Student presentations