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

Translations*

Calendar

Week # Day 1 Day 2
1   Introduction
Ch. 1
2 Polyhedra; Extreme Points
Sec. 2.-2.2
HW 1 Due
Degeneracy; Existence and Optimality of BFSs Sec. 2.3-2.6
3 Optimality Conditions; The Simplex Method
Sec. 3.1-3.2
HW 2 Due
Simplex Method Implementations
Sec. 3.2-3.3
4   Anticycling, Phase I, Complexity
Sec. 3.4-3.5, 3.7
5 Duality; Proof Based on Simplex
Sec. 4.7
HW 3 Due
Interpretation of Duality; Dual Simplex
Farkas Lemma
Sec. 4.4-4.6
6 Separating Hyperplanes and Duality
Sec. 4.7
Cones, Rays, Representation of Polyhedra
Sec. 4.8-4.9
HW 4 Due
7   Sensitivity Analysis
Sec. 5.1-5.2, 5.4
Evening Exam (covers up to Sec. 4.6)
8 Parametric Programming;
Delayed Column Generation; Cuttingplanes
Sec. 5.5, 6.1-6.3
Dantzig-Wolfe Decomposition
Sec. 6.4
HW 5 Due
9 Interior Point Methods: Affine Scaling
Sec. 9.1-9.2
Other Interior Point Methods
Sec. 9.3-9.4
10 Network Problems and the Simplex Method
Sec 7.1-7.3
HW 6 Due
Negative Cost Cycle Algorithm
Maximum flow Problem
Sec. 7.4-7.5
11   Duality in Networks; Shortest Path Problem
Sec. 7.6, 7.9
HW 7 Due
12 In-Class Quiz (covers up to Sec. 7.5) Auction Algorithm
Sec. 7.8
13 Integer Programming Formulations
Sec. 101-10.2
HW 8 Due
Cutting Plane Methods
Branch & Bound
Sec. 11.1-11.2
14 Integer Programming Duality;
Lagrangean Relaxation
Sec. 11.4
Integer Programming Techniques
Sec. 11.3, 11.5, 11.6
HW 9 Due
15 Introduction to NP-Completeness
Sec. 11.8
In-Class Quiz