| 1 |
Modeling of optimization problems (Bazaraa, Jarvis & Sherali, Chapter 1, Bertsimas & Tsitsiklis, Chapter 1) |
| 2 |
Modeling of optimization problems (Bazaraa & Sherali, Chapter 1, Wolsey, Chapter 1) and solution through GAMS and MATLAB+CPLEX |
| 3 |
Basic concepts in linear algebra (Bazaraa, Jarvis & Sherali, Chapter 2) |
| 4 |
Basic concepts in convex analysis (Bazaraa, Jarvis & Sherali, Chapter 2) |
| 5 |
The simplex and big-M algorithms (Bazaraa, Jarvis & Sherali, Chapter 3) |
| 6 |
The two-phase algorithm, degeneration, cycling, and cycling prevention rules (Bazaraa, Jarvis & Sherali, Chapter 4) |
| 7 |
Farkas’ lemma, Karush-Kuhn-Tucker optimality conditions (Bazaraa, Jarvis & Sherali, Chapter 5) |
| 8 |
Midterm I |
| 9 |
Duality and sensitivity analysis (Bazaraa, Jarvis & Sherali, Chapter 6, Bertsimas & Tsitsiklis, Chapter 4) |
| 10 |
Parametric analysis, the revised simplex algorithm (Bazaraa, Jarvis & Sherali, Chapter 6, Bertsimas & Tsitsiklis, Chapter 5) |
| 11 |
The dual simplex and the primal-dual algorithms (Bazaraa, Jarvis & Sherali, Chapter 6) |
| 12 |
Dantzig-Wolfe decomposition (Bazaraa, Jarvis & Sherali, Chapter 7, Bertsimas & Tsitsiklis, Chapter 6) |
| 13 |
Programming the Dantzig-Wolfe decomposition in MATLAB+CPLEX |
| 14 |
Midterm II |