Class 13

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