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