9/4: Introduction
9/6: Onedimensional optimization, sensitivity analysis
9/11: Multidimensional optimization, Lagrange
Multipliers, shadow prices; HW1 distributed, Dataset
9/13: Intro to and plotting in Matlab
9/18: Optimization using Newton's Method and variants;
HW2 distributed
9/20: Types of optimization, linear
programming; HW1 due
9/25: Linear programming and fair
division; HW3 distributed, cake_division.m, fair_division.m
9/27: Network flows and linear
programming; HW2 due
10/2: The simplex
algorithm; Midterm project 1 distributed
10/4: Duality and complementary
slackness; HW3 due
10/11: Dual prices, integer programming
10/16: Branch and bound algorithms; HW4 distributed
10/18: Graph models, max flow and min cut; Midterm
Project 1 due
10/23: Bipartite graphs, matchings, selection problems; HW5 distributed
10/25: Scheduling problems, critical path method, Gantt
charts; HW4 due
10/30: Finitestate machines, transition diagrams; HW6 distributed
11/1: Iterations matrices, eigenvectors, power
iterations; HW5 due
11/6: Stochastic Matrices, Markov Chains; Midterm Project 2 distributed
11/8: Intro to statistics, central limit theorem; HW6 due
11/13: MonteCarlo Integration, pseudorandom numbers
11/15: MonteCarlo
Simulation, Strategy 1 code, Strategy 2 code
11/20: Binomial and Poisson distributions; Midterm
Project 2 due, HW7 distributed.
11/27: Recurrence Relations and Generating functions; HW8 distributed
11/29: Logistic Maps and PredatorPrey models; HW7 due
12/4: Logistic Functions and LotkaVolterra models
12/6: Conservation laws and fluid dynamics; HW8 due
12/13: No class, but final projects due at noon
