|
|
Topic |
Readings |
Assignments |
| Aug |
25 |
Introduction and preliminaries |
|
|
| |
27 |
Linear Inequalities |
Ch.1 and Sec. 2.1 |
Study guide 1 |
| Sept |
1 |
Theorems of the Alternative |
2.2-2.3 |
Problem set 1 |
| |
3 |
Theorems of the alternative II |
2.4 |
|
| |
8 |
Convex Sets |
3.1 |
|
| |
10 |
Separation theorems |
3.2 |
Problem set 2 |
| |
15 |
Cones |
Handout |
|
| |
17 |
Convex and concave functions |
4.1 |
Problem set 3 |
| |
22 |
Fundamental theorems of convex and concave functions |
4.2 |
|
| |
24 |
Saddlepoint problems |
5.1, 5.2 |
|
| |
29 |
Saddlepoint optimality criteria |
5.3,5.4 |
Problem set 4 |
| Oct |
1 |
Constraint qualifications |
|
|
| |
6 |
Convexity and differentiability |
Ch 6 |
Problem set 5 |
| |
8 |
First order optimality criteria |
7.1-7.3 |
|
| |
13 |
More constraint qualifications |
7.4 |
Problem set 6 |
| |
15 |
Second order optimality criteria |
Handout |
|
| |
20 |
Review |
|
Problem set 7 |
| |
22 |
Midterm Exam |
|
Review,
Practice Problems |
| |
27 |
No class
|
|
|
| |
29 |
Second order conditions (continued) |
|
|
| Nov |
3 |
Convex Duality |
8.1 |
|
| |
5 |
Geometric interpretation of Duality |
Handout |
Problem set 8 |
| |
10 |
Duality in quadratic and linear programaming |
8.2, 8.3 |
|
| |
12 |
Generalizations of convexity |
Ch. 9 |
|
| |
17 |
Sensitivity and Stability |
Handout |
Problem set 9 |
| |
19 |
Sensitivity and Stability |
|
|
| |
24 |
Sensitivity and Stability |
|
|
| |
26 |
Thanksgiving, no class |
|
|
| Dec |
1 |
Student Presentations |
|
|
| Dec |
3 |
Student Presentations |
|
|
|
|
5 |
Student Presentations |
|
|
| |
10 |
Review |
|
|
| |
15 |
Final Exam |
Practice Problems for Final Exam |
Review for Final Exam |