NMSA403 - Optimization Theory - lecture
Working text of the lecture:
version January 3, 2018.
fields for examples
- Convex sets, convex functions, differenciation of functions.
- Separation of sets, Farkas Theorem, Gordan Theorem.
- Theory of non-linear programming:
Lagrange function, optimality conditions, constraint qualifications.
- Karush-Kuhn-Tucker optimality condition.
- Kuhn-Tucker constraint qualification.
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