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

Fall 2007 
Date  Lecture  Reading  Contents 

September 11  Lecture 1  Chapters 1, 2  Introduction to optimization, Linear Programing Problem formulation, examples 
September 18  Lecture 2  Chapter 2  Geometry of LP, Some Linear Algebra/Convexity 
September 25  Lecture 3  Chapter 2  Review of Convex sets/Linear Algebra 
October 2  Lecture 4  Chapter 3  The Simplex Method 
October 9  Lecture 5  Chapter 1,2,3/notes  Examples/Review 
October 16  Lecture 6  Chapters 3,4  Fundamental insights/duality 
October 23  Fall Break  Fall Breal  Fall Break 
October 30  Lecture 8  Chapter 4,5  More on Duality Theory/Sensitivity 
November 6  Lecture 9  Midterm in class  Midterm 
November 12  Lecture 10  Chapter 6  Network flow/Transportation Problems 
November 19  Lecture 11  CHapter 10  Integer Programing 
November 26  Lecture 12  notes and slides  nonlinear programing 
December 4  Lecture 13  Takehome final  Final Exam 