CO 602/CM 740 Syllabus (Fall 2014)



CO 602/CM 740 Fundamentals of Optimization


Week Dates topics Notes
Week 1 Sep 8 - Sep 12 Optimization example
Week 2 Sep 15 - Sep 19 Linear Programming
Week 3 Sep 22 - Sept 26 Extreme points of polyhedra
Week 4 Sep 29 - Oct 3 Simplex method
Week 5 Oct 6 - Oct 10 Duality
Week 6 Oct 15 - Oct 17 Network flows, spanning trees, and network simplex method         NO LECTURE MONDAY OCT 13
Week 7 Oct 20 - Oct 24 Maximum flow
Week 8 Oct 27 - Oct 31 Shortest path problem
Week 9 Nov 3 - Nov 7 Minimum spanning tree problem
Week 10 Nov 10 - Nov 14 Assignment problem
Week 11 Nov 17 - Nov 21 Derivatives and optimality in unconstrained optimization
Week 11 Nov 24 - Nov 28 Steepest descent & Newton's method
Week 13 Dec 1 Newton's method for equations

Henry Wolkowicz, Department of Combinatorics and Optimization, University of Waterloo, 200 University Ave. W., Waterloo, ON N2L 3G1, http://orion.uwaterloo.ca/~hwolkowi/

handed out 2014-Sep-8.