Class 19, C&O 367



  1. Duality for Convex Programs
    1. Strong duality for convex programs - theorem with proof
    2. Duffin's example of a duality gap
    3. strengthened KKT for the TRS (i.e. including convexity of the Lagrangian - see e.g. the book by R. Fletcher, "Practical Methods of Optimization" Chapter 5. This includes the TR algorithm that I could not finish in class)