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List of Theorems For The Exam (3rd Edition of Course Book)

This document lists important theorems from various chapters that students should know for the exam. It includes theorems about convexity, optimality conditions, duality, linear programming, the simplex method, and constrained optimization. Some of the key theorems mentioned are Farkas' Lemma, the Karush-Kuhn-Tucker conditions, the Relaxation Theorem, the Weak and Strong Duality Theorems, and results regarding the existence, properties, and convergence of solutions.

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52 views

List of Theorems For The Exam (3rd Edition of Course Book)

This document lists important theorems from various chapters that students should know for the exam. It includes theorems about convexity, optimality conditions, duality, linear programming, the simplex method, and constrained optimization. Some of the key theorems mentioned are Farkas' Lemma, the Karush-Kuhn-Tucker conditions, the Relaxation Theorem, the Weak and Strong Duality Theorems, and results regarding the existence, properties, and convergence of solutions.

Uploaded by

sdskdn
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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List of theorems for the exam (3rd edition of course book)

Chapter 3: Convexity
Farkas’ Lemma for an inequality system (3.31)
Farkas’ Lemma (3.32 or 4.35; read proof in 10.10)
Characterization of convex functions in C 1 (3.48)

Chapter 4: Primal optimality conditions


The Fundamental Theorem of global optimality (4.3)
Necessary optimality conditions, C 1 case (4.22)
Necessary and sufficient global optimality conditions (4.23)
The Separation Theorem (4.29)

Chapter 5: Primal–dual optimality conditions


Karush–Kuhn–Tucker necessary conditions (5.29)
Sufficiency of the Karush–Kuhn–Tucker conditions for convex problems (5.49)

Chapter 6: Lagrangian duality


Relaxation Theorem (6.1)
Weak Duality Theorem (6.5)
Global optimality conditions in the absence of a duality gap (6.8)

Chapter 8: Linear programming models


Existence and properties of optimal solutions (8.10)

Chapter 9: The Simplex method


Finiteness of the Simplex method (9.11)

Chapter 10: LP duality and sensitivity analysis


Weak Duality Theorem (10.4)
Strong Duality Theorem (10.6)
Farkas’ Lemma (10.10)
Complementarity Slackness Theorem (10.11)
Complementarity Slackness Theorem (10.12)
[(10.11) and (10.12) are proven similarly.]

Chapter 13: Constrained optimization


Global convergence of a penalty method (13.3)

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