Class 15, C&O 367
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Optimality Conditions for Convex Programs cont...
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Review of Lemma: K is a ccc iff K=K++ and proof using hyperplane
separation theorem
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Review of Farkas' Lemma and proof using the above Lemma
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KKT conditions for a convex program (sufficient, necessary with Slater's
constraint qualification) with proof using relation between tangent and
linearizing cones
(see also Theorems 5.2.13 and 5.2.14)
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examples where KKT holds/fails
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Accessibility Lemma, Supporting Hyperplane Theorem 5.1.9.
(Theorem 5.1.10 but without proof)