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