Class 12, C&O 367
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Least Squares cont....
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generalized inverse, QR factorization, SVD
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Convex Programming and KKT Conditions (Sects 5.1, 5.2, 5.3)
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Definition of a convex program (objective function and constraint
functions are convex on the convex domain set, C)
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Separation and Support Theorems for convex sets
- Theorem 5.1.1 and the equivalent results using polar cones
- Pshenichnyi-Rockafellar optimality conditions (geometric optimality
conditions) using the polar of the tangent cone.