MA41109: Optimization By Vector Space Methods

MA41109
Course name	Optimization By Vector Space Methods
Offered by	Mathematics
Credits	4
L-T-P	3-1-0
Previous Year Grade Distribution
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Semester	Autumn

Syllabus

Syllabus mentioned in ERP

Prerequisite: Functional AnalysisGeometric form of Hahn-Banach theorem, convex sets and cones, convex functionals in normed linear spaces, optimization by convex functional, conjugate convex functionals, sub-differentiable convex functionals, monotone operator and its relation with convex functional, dual optimization problem, Fenchel duality theorem, minimax theorem of game theory, Lagrange s multiplier, sufficiency, sensitivity, Lagrange duality, Kuhn-Tucker theorem, complementarity problem.