This is an archived course. A more recent version may be available at ocw.mit.edu.

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Lecture Notes

SES # TOPICS
1 Introduction to operations research (PDF)
2 Formulations of linear and nonlinear programs (PDF)
3 Geometry of linear programs 1 (PDF)
4 Geometry of linear programs 2 (PDF)
5 The simplex method 1 (PDF)
6 The simplex method 2 (PDF)
7 Sensitivity analysis (PDF)
8 Duality theory 1 (PDF)
9 Duality theory 2 (PDF)
10 Duality theory 3 (PDF)
11 Game theory (PDF)
12 Networks 1: Introduction and the shortest path problem (PDF)
13 Networks 2: The maximum flow problem (PDF)
14 Networks 3: The minimum cost flow problem (PDF)
15 Networks 4: The network simplex algorithm (PDF)
16 Networks 5: The multi-commodity flow problem (PDF)
17 Introduction to integer programming (PDF)
18 Integer programming formulations (PDF)
19 Integer programming technique 1: Branch and bound (PDF)
20 Integer programming technique 2: Cutting planes (PDF)
21 Decision trees 1 (PDF)
22 Decision trees 2 (PDF)
23 Case study discussion on diet problem and applications
24 The grand finale / final exam tips