CO 602/CM 740 Syllabus (Fall 2016)



CO 602/CM 740 Fundamentals of Optimization


Week Dates topics Notes
Week 1 Sep 8 Optimization example
Week 2 Sep 13 - Sep 15 Linear Programming
Week 3 Sep 20 - Sept 22 Extreme points of polyhedra
Week 4 Sep 27 - Sep 29 Simplex method
Week 5 Oct 4 - Oct 6 Duality
Week 6 - Oct 13 Network flows, spanning trees, and network simplex method         NO LECTURE TUESDAY OCT 11
Week 7 Oct 18 - Oct 20 Maximum flow
Week 8 Oct 25 - Oct 27 Shortest path problem
Week 9 Nov 1 - Nov 3 Minimum spanning tree problem
Week 10 Nov 8 - Nov 10 Assignment problem
Week 11 Nov 15 - Nov 17 Derivatives and optimality in unconstrained optimization
Week 11 Nov 22 - Nov 24 Steepest descent & Newton's method
Week 13 Nov 29 - 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 2016-Sep-13.