9/3: Introduction
9/5: One-dimensional optimization, sensitivity analysis
9/10: Multi-dimensional optimization, Lagrange
Multipliers, shadow prices; HW1 distributed
9/12: Intro to and plotting in Matlab
9/17: Optimization using Newton's Method and variants;
HW2 distributed; files bisection.m, secant.m, newton.m, halley.m
9/19: Types of optimization, linear
programming; HW1 due
9/24: Linear programming and fair
division; HW3 distributed; file cake_division.m
9/26: Network flows and linear
programming; HW2 due
10/1: The simplex
algorithm; Midterm project 1 distributed
10/3: Duality and complementary
slackness; HW3 due
10/8: Dual prices, integer programming
10/10: Branch and bound algorithms; HW4 distributed
10/17: Graph models, max flow and min cut; Midterm
Project 1 due
10/22: Bipartite graphs, matchings, selection problems; HW5 distributed
10/24: Scheduling problems, critical path method, Gantt
charts; HW4 due
10/29: Finite-state machines, transition diagrams; HW6 distributed
10/31: Iterations matrices, eigenvectors, power
iterations; HW5 due
11/5: Stochastic Matrices, Markov Chains; Midterm Project 2 distributed
11/7: Intro to statistics, central limit theorem; HW6 due
11/12: Monte-Carlo Integration, pseudorandom numbers
11/14: Monte-Carlo
Simulation
11/19: Binomial and Poisson distributions; Midterm
Project 2 due, HW7 distributed, strategy1.m, strategy2.m.
11/21: Recurrence Relations and Generating functions
11/26: Logistic Maps and Predator-Prey models; HW8 distributed
12/3: Logistic Functions and Lotka-Volterra models; HW7 due
12/5: Conservation laws and fluid dynamics; HW8 due
12/12: No class, but final projects due at 3:30 PM
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