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The following is a set of lecture notes as well as supplemental files. It includes "Lecture Check" problems and solutions, which are meant to help gauge your understanding of the material.
Lecture Notes Table
| Lec # |
TOPICS |
SUPPLEmental files |
problems |
| 1 |
Introduction to Linear Programming and Operations Research (PDF) |
MSR Marketing (XLS) |
(PDF) |
| 2 |
A Brief Review of Linear Algebra, and Applications of Linear Programming and Non-linear Programming (PDF) |
Least Squares (XLS) |
(PDF) |
| 3 |
More Applications of Linear and Non-linear Programming (PDF) |
Covariance (XLS)
Portfolio Selection Problem (XLS)
Return on Investment (XLS) |
(PDF) |
| 4 |
Geometry of Linear Programming (PDF) |
DTC (XLS) |
(PDF) |
| 5 |
Simplex Method 1 (PDF) |
|
(PDF) |
| 6 |
Simplex Method 2 (PDF) |
|
(PDF) |
| 7 |
LP Sensitivity Analysis I (PDF) |
|
|
| 8 |
LP Sensitivity Analysis II (PDF) |
Sarah's Problem (XLS) |
|
| 9 |
2-person Game Theory (PDF) |
Game Theory Example (XLS) |
|
| 10 |
Success Stories of Linear Programming (PDF) |
|
Problem (PDF)
Solution (PDF) |
| 11 |
Introduction to Networks (PDF) |
|
|
| 12 |
Networks 2 (PDF)
Maximum Flows |
|
Problem (PDF)
Solution (PDF) |
| 13 |
Networks 3 (PDF)
Minimum Cost Flows Plus More |
|
Problem (PDF)
Solution (PDF) |
| 14 |
Integer Programming Models (PDF) |
|
Problem (PDF)
Solution (PDF) |
| 15 |
More Integer Programming Models (PDF) |
|
Problem (PDF)
Solution (PDF) |
| 16 |
Solving Integer Programs I: Branch and Bound (PDF) |
|
Problem (PDF)
Solution (PDF) |
| 17 |
Solving Integer Programs II: Cutting Planes (PDF) |
|
Problem (PDF)
Solution (PDF) |
| 18 |
Success Stories of Integer Programming |
|
Problem (PDF)
Solution (PDF) |
| 19 |
Decision Trees 1 (PDF) |
Juan Lee Problem (XLS) |
|
| 20 |
Decision Trees 2 (PDF)
Value of Information
Sensitivity Analysis |
Exponential Utility Function (XLS) |
|
| 21 |
Dynamic Programming 1: Discrete Dynamic Programming (PDF) |
Capital Expansion DP (XLS)
Shortest Path by DP (XLS) |
|
| 22 |
Dynamic Programming 2: More Discrete Dynamic Programming (PDF) |
Capital Budgeting DP (XLS) |
|
| 23 |
Inferring Consumer Choice Behavior Using Dynamic Programming |
|
|
| 24 |
Hot Topics in Optimization |
|
|