This is an archived course. A more recent version may be available at ocw.mit.edu.

Translations*

Lecture Notes

lec # TOPICS
Linear Optimization
1 Introduction (PDF)
2 The Geometry of LO (PDF)
3 The Simplex Method (PDF)
4 The Simplex Method II (PDF)
5 Duality Theory I (PDF)
6 Duality Theory II (PDF)
7 Sensitivity Analysis (PDF)
8 Robust Optimization (PDF)
9 Large Scale Optimization (PDF)
Network Flows
10 Network Optimization - Introduction and Applications (PDF)
11 Network Optimization - The Network Simplex Algorithm (PDF)
Discrete Optimization
12 Discrete Optimization (PDF)
13 Exact Methods for IP (PDF)
14 Lagrangean Methods (PDF)
15 Heuristic Methods (PDF)
Dynamic Optimization
16 Dynamic Programming (PDF)
Nonlinear Optimization
17 Applications of Nonlinear Optimization (PDF)
18 Optimality Conditions and Gradient Methods for Unconstrained Optimization (PDF)
19 Line Searches and Newton's Method (PDF)
20 The Conjugate Gradient Algorithm Optimality Conditions for Constrained Optimization (PDF)
21 The Affine Scaling Algorithm (PDF)
22 Barrier Interior Point Algorithms (PDF)
23 Semidefinite Optimization (PDF)
24 Semidefinite Optimization (cont.) (PDF)