Continuous optimization
MATH-329
Lecture notes (last update: Dec. 17, 2025)
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Description
Previous version was from the beginning of the semester (Sep. 1, 2025).
This updated version (Dec. 17, 2025) was modified in two ways:
This updated version (Dec. 17, 2025) was modified in two ways:
- The theorems whose proofs you should be able to provide at the exam have been marked as such in the margin. CTRL+F "2026" to find them. See also the document "What to expect for the exam".
- The proof of the strong duality theorem (Theorem 8.29) used to be given in two parts: there was a helper lemma, and then the proof itself. For clarity, I merged them into a single proof.