Class 15, C&O 367



  1. Optimality Conditions for Convex Programs cont...
    1. Lemma: K is a ccc iff K=K++ and proof using hyperplane separation theorem
    2. Farkas' Lemma and proof using the above Lemma
    3. KKT conditions for a convex program (sufficient, necessary with Slater's constraint qualification) with proof using relation between tangent and linearizing cones
    4. examples where KKT holds/fails
    5. Accessibility Lemma, Supporting Hyperplane Theorem,