Lecture 16.2: first steps on constrained optimization
Completion requirements
Generalities on constrained optimization (feasible and unfeasible solutions, global and local optima, emptiness). Optimality conditions for general constrained optimization: the difference between boundary and interior. Tangent cone, cone of feasible directions, necessary and sufficient local optimality conditions geometrically. GLobal optimality requires (as usual) convexity: convex sets, convexity and global optimality.