 
Summary: Mathematical Programming I,
Sheets for the course, version: 04042011
Georg Still
Material:
Script Nr. 527
Sheets of the course (on internet)
Use it as a rough guide; for motivation, geometric
illustration, and proofs join the courses.
Math. Prog. p 1
Chapter 1: Real vector spaces
linear spaces, inner products, norms, differentiable functions.
By "Selfinstruction"
Chapter 2: Linear equations,  inequalities
Gaussian elimination, least square approximation,
FourierMotzkin algorithm, Farkas lemma
Chapter 3: Linear programs
primaldual linear programs, optimality conditions, matrix
games
Chapter 4: Convex analysis
separating hyperplanes, convex sets, convex functions,
