• Introduction to Linear Optimization, by D. Bertsimas and J. N. Tsitsiklis

• D. G. Luenberger, Linear and Nonlinear Programing. Addison-Wesley, 1984.
  
• S. P Boyd and L. Vandenberghe, Convex Optimization
• W. L. Winston, Introduction to Mathematical Programing Duxbury Press, Second Edition, 1995.
  
• R. Vanderbei, Linear Programing: Foundations and Extensions Princeton University Press
  

• Homework : 15%
  
• Midterm : 35%
  
• Final : 50%

Fragkiskos Koufogiannis fkouf@seas.upenn.edu.Office hours: Tuesdays 10:00am-11:30am.
Fei Miao miaofei@seas.upenn.edu.Office hours: Thursdays 2:00pm-3:30pm.
Location: Lobby of 4th floor of GRW Levine.

• Linear Algebra lectures by Professor Gil Strang at MIT



• A Tutorial on Linear Algebra by Professor C. T. Abdallah



• Linear Algebra Review by Professor Fernando Paganini, UCLA.

Date	Lecture/Week	Reading	Contents
September 6	Week 1	Chapters 1, 2	Introduction to optimization, Linear Programing Problem formulation, examples
September 11	Week 2	Notes	Linear Algebra review
September 18	Week 3	Chapter 2	Review of Convex sets/Linear Algebra
September 25	Week 4	Chapter 2,3	Geometry of LP/The Simplex Method
October 2	Week 5	Chapter 3	Simplex Method
October 9	Week 6	Chapters 3,4	Fundamental insights/duality
October 16	Week 7	Chapter 4,5	More on Duality Theory/Sensitivity
October 23	Week 8	Chapter 6	Network Flow/Transportation
October 30	Week 9	Chapter 10	Integer Programing
November 6	Week 10	midterm	midterm
November 13	Week 11	notes and slides, Chapter 11	Combinatorial Optimization
November 20	Week 12	notes, chapter 10	Combinatorial Optimization
November 27	Week 13	notes, chapter 11	Integer Programing: Branch and Bound,
December 4	Week 14	Branch and bound/Review	Notes