Class 3, C&O 466/666



  1. Optimality Conditions Using Tangent Cones and Lagrange Multipliers (Section 12.3, pgs 331-342.)
    1. First order Geometric Optimality Conditions: the gradient is in the polar of the tangent cone
    2. First order Analytic Optimality Conditions: Elementary Lagrange Multiplier Theorem for equality constraints
  2. Overview of Algorithms (Chap. 3, pgs 35-40,42-53, Chap. 4, pgs 65-69)
    1. Importance of convex functions and sets for global optima
    2. line search and trust region methods
      1. line search: steepest descent, Newton's method (scale invariance)