Materials

Slides will be posted below before each lecture, and notes afterwards. The quizzes and tests will be based solely on the lecture, slides, and notes. Other readings may aid your understanding but are not required.

Day	Lecture or session	Lecture notes	Due
T September 22	Introduction and linear algebra review	Introduction
Th September 24	Geometry in linear optimization	Geometry
T September 29	Modeling linear programs and the simplex method	Solving
Th October 1	Linear programming duality and the separating hyperplane theorem	Duality
F October 2			Homework 1: LP Modeling and Geometry
T October 6	Theorems of alternative and strong duality
Th October 8	Sensitivity analysis and applications
T October 13	Convex analysis and optimality conditions	Optimality conditions
Th October 15	Convex duality and KKT conditions	Convex duality and KKT conditions
F October 16			Homework 2: LP Duality and Sensitivity
T October 20	KKT conditions and Fenchel duality
Th October 22	Conic programs and quadratic approximations	Conic optimization
T October 27	Gradient descent and Newton’s method	Gradient descent	Homework 3
Th October 29	Midterm
T November 3	Democracy Day — no class
Th November 5	Quasi-Newton methods and preconditioning	Quasi-Newton methods
T November 10	Interior point methods
Th November 12	Stochastic optimization		Homework 4
T November 17	Mixed-integer linear optimization	Discrete optimization
Th November 19	Combinatorial optimization
November 23–27	Thanksgiving recess — no class
T December 1	Optimization under uncertainty I
Th December 3	Optimization under uncertainty II
F December 4			Homework 5; Project due

Quiz practice problems

If you’d like to read ahead, feel free to look at the material from previous years. As content and structure of the course changes from year to year, previous years’ homework or exams may not predict this year’s.