NMSA403 - Optimization Theory - lecture
Working text of the lecture:
- chapters 1-3, version October 28, 2017.
- Convex sets, convex functions, differenciation of functions.
- Separation of sets, Farkas theorem, Gordan theorem.
- Theory of non-linear programming:
Lagrange function, optimality conditions, regularity conditions.
- Karush-Kuhn-Tucker optimality condition.
- Kuhn-Tucker regularity condition.
- Clarke regularity condition.
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