Class 12, C&O 367



  1. Least Squares cont....
    1. generalized inverse, QR factorization, SVD
  2. Convex Programming and KKT Conditions (Sects 5.1, 5.2, 5.3)
    1. Definition of a convex program (objective function and constraint functions are convex on the convex domain set, C)
    2. Separation and Support Theorems for convex sets
    3. Theorem 5.1.1 and the equivalent results using polar cones
    4. Pshenichnyi-Rockafellar optimality conditions (geometric optimality conditions) using the polar of the tangent cone.