Class 15, C&O 466/666



  1. Theory of Constrained Optimization, Chap. 12, cont...
    (with basic convex analysis added)
    1. Basic Hyperplane Separation Theorem (with proof)
    2. Lemma: K is a closed convex cone if and only K=K++ (for derivation of Farkas' Lemma)
    3. Linearizing Cone, Cone of Gradients, Weakest Constraint Qualification, Karush-Kuhn-Tucker conditions