ESE 504402 : Introduction to Optimization TheoryDepartment of Electrical and Systems Engineering University of Pennsylvania 

Fall 2006 
Date  Lecture  Reading  Contents 

September 12  Lecture 1  Chapters 1, 2  Introduction to optimization, Linear Programing Problem formulation, examples 
September 19  Lecture 2  Chapter 2  Geometry of LP, Some Linear Algebra/Convexity 
September 26  Lecture 3  Chapter 2  Review of Convex sets/Linear Algebra 
October 3  Lecture 4  Chapter 3  The Simplex Method 
October 10  Lecture 5  Chapter 1,2,3/notes  Examples/Review 
October 17  Lecture 6  Chapters 3,4  Fundamental insights/duality 
October 24  Fall Break  Fall Breal  Fall Break 
October 31  Lecture 8  Chapter 4,5  More on Duality Theory/Sensitivity 
November 7  Lecture 9  Midterm in class  Midterm 
November 13  Lecture 10  Chapter 6  Network flow/Transportation Problems 
November 20  Lecture 11  CHapter 10  Integer Programing 
November 27  Lecture 12  notes and slides  nonlinear programing 
December 5  Lecture 13  Takehome final  Final Exam 