• Optimization (LP) notes
    • Sketch slides for lecture 1: Intro to LP
    • 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
    • Excel sheet for Knapsack example
    • Lecture 4 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 6)
    • An additional cvxpy example (matching)
  • Regression lecture notes/files
    • Regression with absolute value error (LP) (Lecture 6)
    • Regression with square error (Lecture 6)
    • Quadratic programming slides
    • Colab file for demo on regression
    • Iris slides
    • Iris baredata files
    • Iris baredata harder files
    • Pattern classification slides
    • Support Vector machines
  • Project link
    • Proposed projects
  • Finance module lecture notes/files
    • Super replication call puts
    • Super replication call puts example 1
    • Super replication call puts example 2
    • Super replication call puts example 3
    • Finance intro slides
    • Portfolio optimization file
    • Portfolio optimization file (solved)
    • Slides on portfolio optimization
  • Logistics lecture notes/slides
    • Shortest path LP (solved on excel)
    • Network flows (slides)
    • Some applications to MCF problem
    • Max flow problem (solved on excel)
    • Logistcs lecture
    • Lost sales solved
    • Revenue Management Example from Advertising
  • Advanced topics in dynamic programming
    • Advanced Topics Dynamic Programming and its Applications
    • Dynamic_programming_214_storeys colab file
    • Gittin's index solved
    • Homework files
      • Files for HW1 (including the tex file, hw pdf and required data files)
      • Files for HW2 (including the tex file, hw pdf and required data files)
      • Files for HW3 (including the tex file, hw pdf and required data files)
    • Practice problem set
      • Practice problem set