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

Fall 2012 
Date  Lecture/Week  Reading  Contents 

September 6  Week 1  Chapters 1, 2  Introduction to optimization, Linear Programing Problem formulation, examples 
September 11  Week 2  Notes  Linear Algebra review 
September 18  Week 3  Chapter 2  Review of Convex sets/Linear Algebra 
September 25  Week 4  Chapter 2,3  Geometry of LP/The Simplex Method 
October 2  Week 5  Chapter 3  Simplex Method 
October 9  Week 6  Chapters 3,4  Fundamental insights/duality 
October 16  Week 7  Chapter 4,5  More on Duality Theory/Sensitivity 
October 23  Week 8  Chapter 6  Network Flow/Transportation 
October 30  Week 9  Chapter 10  Integer Programing 
November 6  Week 10  midterm  midterm 
November 13  Week 11  notes and slides, Chapter 11  Combinatorial Optimization 
November 20  Week 12  notes, chapter 10  Combinatorial Optimization 
November 27  Week 13  notes, chapter 11  Integer Programing: Branch and Bound, 
December 4  Week 14  Branch and bound/Review  Notes 