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

Fall 2009 
Date  Lecture/Week  Reading  Contents 

September 9  Lecture 1  Chapters 1, 2  Introduction to optimization, Linear Programing Problem formulation, examples 
September 14  Lecture 2  Notes  Linear Algebra review 
September 21  Lecture 3  Chapter 2  Review of Convex sets/Linear Algebra 
September 28  Lecture 4  Chapter 2,3  Geometry of LP/The Simplex Method 
October 5  Lecture 5  Chapter 3  Simpelx Method 
October 12  Lecture 6  Chapters 3,4  Fundamental insights/duality 
October 19  Lecture 8  Chapter 4,5  More on Duality Theory/Sensitivity 
October 26  Lecture 9  Network Flow/Transportation  Chapter 6 
November 2  Lecture 10  Chapter 10  Integer Programing 
November 9  Lecture 11  midterm  midterm 
November 16  Lecture 12  notes and slides, Chapter 11  Combinatorial Optimization 
November 23  Lecture 13  notes and slides  Nonlinear Optimization 
November 30  Lecture 13  More on Nonlinear Optimization/Review/Final Given  Notes/ 
December 7/td>  Lecture 13  More on Nonlinear Optimization/Review/Final Given  Notes/ 