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Essential Mathematics for Convex Optimization

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Part II: Separation Theorem, Extreme Points, Recessive Directions, and Geometry of Polyhedral Sets

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Part II: Separation Theorem, Extreme Points, Recessive Directions, and Geometry of Polyhedral Sets

pp. 81-150

Authors

Fatma Kılınç-Karzan
, Carnegie Mellon University, Pennsylvania,
Arkadi Nemirovski
, Georgia Institute of Technology
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Keywords

  • Separation Theorem
  • supporting hyperplanes
  • extreme points
  • extreme rays
  • Krein--Milman Theorem
  • recessive directions
  • recessive cone
  • dual cone
  • Dubovitski--Milutin Lemma
  • polars of convex sets
  • geometry of polyhedral sets
  • majorization

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