Optimization.md

Introduction to Optimization

TOC

• Introduction to Optimization
  • TOC
  • Course Topics in Order
  • Exam topics
    • Midterm Topics by Ex
    • Test 2 topics
    • Final topics
  • Resources

Course Topics in Order

1. Introduction
2. Graphical Solution of Linear Programs
3. Simplex method
4. Linear Programming Duality
5. Sensitivity Analysis (Algebraic)
6. Advanced Linear Programming
7. An Interior-Point Algorithm
8. Transportation Model
9. Classical Optimization
10. Nonlinear Optimization (todo)
11. Minimization and Maximization of Convex Functions (todo)

Exam topics

Midterm Topics by Ex

1. Construction of dual problem (topic 4,5)
2. Transportation problem (topic 8)
3. Graphical & Simlex methods (topic 2,3)
4. Interior-Point (topic 7)
5. Two Phase method (topic 3+)
6. Adv. Lin. Prog. (matrix) (topic 6)

2345678

Test 2 topics

Test 2 Prep

1. Classical Optimization (topic 9)

Final topics

Resources

• Engineering Optimization: Theory and Practice, by Singiresu S. Rao, John Wiley and Sons.
• Introduction to Linear Optimization, by Bertsimas, Dimitris, and John Tsitsiklis. Belmont, MA: Athena Scientific, 1997. ISBN: 9781886529199.
• Convex Optimization, by Boyd and Vandenberghe. Cambridge University Press.