Summary: Mathematical Programming I,
Sheets for the course, version: 04-04-2011
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.
Chapter 2: Linear equations, - inequalities
Gaussian elimination, least square approximation,
Fourier-Motzkin algorithm, Farkas lemma
Chapter 3: Linear programs
primal-dual linear programs, optimality conditions, matrix
Chapter 4: Convex analysis
separating hyperplanes, convex sets, convex functions,