NMSA403 - Optimization Theory - lecture
Brief outline:
- Convex sets, convex functions, differenciation of functions.
- Separation of sets, Farkas' lemma.
- Theory of nonlinear programming.
- Lagrange function, saddle point condition.
- Karush-Kuhn-Tucker optimality conditions.
- Constraint qualifications, Kuhn-Tucker constraint qualification.
Working text of the lecture:
Optimization Theory
version September 29, 2021 (protected by a password).
On exam:
types of tasks in written test
,
thematic rings for oral exam
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