Teaching in 2009ORF 522 Linear Optimization, Convex Analysis (Princeton, ORFE, Fall 2009)Slides
Simplex DemoA Graphical User Interface (click to download) in Matlab to visulize the simplex progression on random problems in 3dimensions. Download the package, unzip it, open matlab in that folder and type SimplexDemo3D to run the GUI. Below is a screenshot. Ellipsoid Method and Affine ScalingA few scripts (click to download) that illustrate the behavior of the ellipsoid method and the affine scaling algorithm with short and long steps on a simple 3D linear program constrained by 20 random inequalities. Download the file, read the readme file and run the scripts directly from the command window. Screenshots below
