Lecture notes for IE 411

Lecture notes for the course IE 411: 'Optimization of Large Systems' (fall 2021) at UIUC, taught by Prof. Xin Chen.

Standard textbooks:

  1. (required) Bazaraa, Jarvis and Sherali, Linear Programming and Network Flows (fourth edition), John Wiley and Sons (2010).
  2. Bertsimas and Tsitsiklis, Introduction to Linear Optimization, Athena Scientific (1997).
  3. (optional) Vanderbei, Linear Programming: Foundations and Extensions (fourth edition), Springer (2014).