NMSA413 - Optimization Theory - lecture
Brief outline:
- Geometry in finite dimension, convex sets
- Separation of sets, Farkas' lemma
- Theory of linear programming
- Duality in linear programming
- Transportation problem
- Convex functions, Peano's differenciation of functions
- Theory of nonlinear programming
- Lagrange function, saddle point condition
- Karush-Kuhn-Tucker optimality conditions
- Constraint qualifications, Kuhn-Tucker constraint qualification
- Quadratic programming
Lecture text:
version September 30, 2023
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supplemented section:
2.7 Transportation problem
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Exam information:
types of tasks in written test
,
thematic rings for oral exam
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