Class 13

  1. Theory of Constrained Optimization, Chap. 12
    1. Definitions: constrained program, feasible set Omega, tangent cone of Omega at x, polar cone (dual cone).
    2. Geometric necessary conditions of optimality (extension of Fermat's theorem) for min f(x) x in Omega
    3. Geometric characterization of optimality for the convex case, min f(x) x in Omega , where f convex function and Omega convex set