• Introduction to Linear Optimization, by D. Bertsimas and J. N. Tsitsiklis

• D. G. Luenberger, Linear and Nonlinear Programing. Addison-Wesley, 1984.
  
• S. P Boyd and L. Vandenberghe, Convex Optimization
• W. L. Winston, Introduction to Mathematical Programing Duxbury Press, Second Edition, 1995.
  
• R. Vanderbei, Linear Programing: Foundations and Extensions Princeton University Press
  

• Homework : 15%
  
• Midterm : 35%
  
• Final : 50%

Arastoo Fazeli arastoo@seas.upenn.edu.Office hours: Fridays 3-5pm.
Pooya Molavi pooya@seas.upenn.edu.Office hours: Mondays 4-6pm.
Location Lobby of 4th floor of GRW Levine.

• Linear Algebra lectures by Professor Gil Strang at MIT



• A Tutorial on Linear Algebra by Professor C. T. Abdallah



• Linear Algebra Review by Professor Fernando Paganini, UCLA.

Date	Lecture/Week	Reading	Contents
September 9	Week 1	Chapters 1, 2	Introduction to optimization, Linear Programing Problem formulation, examples
September 14	Week 2	Notes	Linear Algebra review
September 21	Week 3	Chapter 2	Review of Convex sets/Linear Algebra
September 28	Week 4	Chapter 2,3	Geometry of LP/The Simplex Method
October 5	Week 5	Chapter 3	Simplex Method
October 12	Week 6	Chapters 3,4	Fundamental insights/duality
October 19	Week 7	Chapter 4,5	More on Duality Theory/Sensitivity
October 26	Week 8	Network Flow/Transportation	Chapter 6
November 2	Week 9	Chapter 10	Integer Programing
November 9	Week 10	midterm	midterm
November 16	Week 11	notes and slides, Chapter 11	Combinatorial Optimization
November 23	Week 12	notes, chapter 10	Combinatorial Optimization
November 30	Lecture 13	notes, chapter 11	Integer Programing: Branch and Bound,
December 7	Lecture 13	Follow up, Review/Take-home final	Notes