NMSA403 - Optimization Theory - lecture
Working text of the lecture:
version October 14, 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.
- Symmetric non-linear program.
Back to Home Page