The handouts will be constantly updated. You can look at last year's class for an example of the problems and the curriculum, though this year will be a little different.

• A topic-wise reading list (updated frequently)
• LP basics
• Sketch slides for lecture 1: Intro to LP
• Excel sheet for Knapsack example
• Excel Tutorial
• Basic cvxpy Tutorial
• Notes from MS&E 111
• Professor Ben Van Roy's notes from MS&E 111
• LP Duality Intro
• Complementary Slackness Intuition
• Social choice and welfare lecture notes
• Excel sheet for matching example
• Lecture 2 matching example
• Lectures 2,3,4 and 5 sketch
• Excel sheet for matching rooms in rent division problem
• Excel sheet for prices in rent division problem
• How the choice of scoring rules can affect winners in an election (lecture 5 discussion)
• An additional cvxpy example (matching)
• ML
• Regression and Classification
• Regression raw data
• Regression problem without solution
• Regression with absolute value error
• Regression with squared error
• Colab file for demo on regression
• Regression and Quadratic programming slides
• Iris slides
• Iris baredata files
• Iris baredata harder files
• Pattern classification slides
• Support Vector machines
• Finance
• Replication call puts example 1
• Replication call puts example 2. This shows that (a) replication is not possible, and (b) there is also an arbitrage opportunity. You will have to modify the solver dialog box a little to solve arbitrage, replication, and super-replication problems with the same spreadsheet. To get rid of the arbitrage opportunity, and to solve the super-replication problem, set the price of the put option price to 5.
• Finance intro slides
• Portfolio optimization file
• Portfolio optimization file (solved)
• Portfolio optimization slides
• Logistics lecture notes/slides
• Shortest path LP (solved on excel)
• Network flows (slides)
• Some applications of MCF problem (for discussion section)
• Max flow problem (solved on excel)
• Logistics lecture
• Revenue Management Example from Advertising
• Excel sheet for illustrating the use of dual variables as sensitivities for production problems
• Homeworks
• Homework submission guideline
• Homework 1
• Homework 1 tex file
• Homework 2
• Homework 3
• Homework 4
• Homework 5
• Problem Session Files
• Problem Session 1 Colab Link
• Problem Session 1 Slides
• Problem Session 2 Colab Link
• Problem Session 2 Slides
• Problem Session 3 Excel
• Problem Session 3 Colab Link
• Problem Session 3 Data for Colab
• Problem Session 4 Slides (Colab link in slides)
• Problem Session 5 (finance) files
• Problem Session 6 PDF and Excel
• Problem Session 6 Colab Link
• Problem Session 7 Colab Link
• Practice Problems
• Midterm Practice Problems
• Final Practice Problems