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

Fall 2013 
Date  Lecture/Week  Reading  Contents 

September 3  Week 1  Chapters 1, 2  Introduction to optimization, Linear Programing Problem formulation, examples 
September 10  Week 2  Notes  Linear Algebra review 
September 17  Week 3  Chapter 2  Review of Convex sets/Linear Algebra 
September 24  Week 4  Chapter 2,3  Geometry of LP 
October 1  Week 5  Chapter 3  More on geometry of LP 
October 8  Week 6  Chapter 3  Simplex 
October 15  Week 7  Chapter 4  Simplex/ Duality Theory 
October 22  Week 8  Chapter 4  Duality/Sensitivity analysis 
October 29  Week 9  Chapter 4,5,7  More on Sensitivity/Network Flow 
November 5  Week 10  midterm (November 7)  midterm (November 7) 
November 12  Week 11  Chapter 7  Network Flow/Shortest Path 
November 19  Week 12  Chapter 7  Network Simpelx/ Duality/Max Flow Min Cut 
November 26  Week 13  notes, chapter 11  Integer Programing: Branch and Bound, 
December 3  Week 14  Branch and bound/Review  Notes 
December 10  Week 14  Review/Adavnced Topics/Take Home Final  Notes 