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

Fall 2010 
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/Takehome final  Notes 