Class 14, C&O 466/666



  1. Theory of Constrained Optimization, Chap. 12, cont...
    1. Definitions: local vs global minimum, smoothing problems by adding constraints, active constraints,
    2. tangent and linearizing cones and cone of gradients
    3. Lemma: K= 2nd polar of K if and only if K is a c.c.c.
    4. first and second order optimality conditions (2nd order conditions WITHOUT proofs)
    5. constraint qualifications: weakest CQ; linear independence CQ; Mangasarian-Fromovitz CQ