9/6: Introduction
9/8: Onedimensional optimization, sensitivity analysis
9/13: Multidimensional optimization, Lagrange
Multipliers, shadow prices; HW1 distributed,
HW1 data
9/15: Intro to and plotting in Matlab
9/20: Optimization using Newton's Method and variants; HW2 distributed
9/22: Types of optimization, linear
programming
9/27: Linear programming and fair
division; HW3 distributed
9/29: Network flows and linear
programming
10/4: The simplex
algorithm; Midterm Project 1 distributed
10/6: Duality and complementary
slackness
10/11: Dual prices, integer programming
10/13: Branch and bound algorithms
10/18: Graph models, max flow and min cut
10/20: Bipartite graphs, matchings, selection problems
10/25: Scheduling problems, critical path method, Gantt
charts; Midterm Project 1 due, HW4 distributed
10/27: Finitestate machines, transition diagrams
11/1: Iterations matrices, eigenvectors, power iterations
11/3: Stochastic Matrices, Markov Chains; Midterm Project 2 distributed
11/10: Intro to statistics, central limit theorem
11/15: MonteCarlo Integration, pseudorandom numbers
11/17: MonteCarlo
Simulation, Strategy 1 Code, Strategy 2 Code
11/22: Binomial and Poisson distributions, HW5 Distributed, Midterm Project 2 due.
11/29: Recurrence Relations and Generating functions,
HW6 Distributed
12/1: Logistic Maps and PredatorPrey models
12/6: Logistic Functions and LotkaVolterra models
12/8: Conservation laws and fluid dynamics
12/13: No class, but final projects due
