MATP6640/ISYE6770 Linear and Conic Optimization

WebEx Links for Lecture 03

John E. Mitchell

These recordings do not require passwords, but you may have to login after clicking on the links.

Motivtion for Duality

Part 1 (11:11) (the diet problem)

Link: https://rensselaer.webex.com/webappng/sites/rensselaer/recording/c19f7655595c103a9e7f0050568fa8a9/playback

Part 2 (16:19) (combining constraints)

Link: https://rensselaer.webex.com/webappng/sites/rensselaer/recording/81907796595e103a9ff30050568f2060/playback

Constructing a Dual Problem

Lectures from MATP 4700 in Fall 2020; there is one additional example compared to your handouts.

Part 1 (14:08) (dual of a standard form problem)

Link: https://rensselaer.webex.com/webappng/sites/rensselaer/recording/play/d04273ed856d40149af84e9de2b4ec92

Part 2 (3:17) (example problem)

Link: https://rensselaer.webex.com/webappng/sites/rensselaer/recording/play/de0379f1e858455eb59ce11e8a09e34f

Part 3 (12:10) (a shortcut for constructing a dual problem)

Link: https://rensselaer.webex.com/webappng/sites/rensselaer/recording/play/0fc8cf45a9ec483c90f1a5a8da55fe91

Duality Theorems

Part 1 (5:26) (weak duality)

Link: https://rensselaer.webex.com/webappng/sites/rensselaer/recording/433413455a07103aa7f70050568f95d3/playback

Part 2 (6:17) (strong duality)

Link: https://rensselaer.webex.com/webappng/sites/rensselaer/recording/2c0b52c45a08103abffa0050568f9b64/playback

Part 3 (12:14) (complementary slackness)

Link: https://rensselaer.webex.com/webappng/sites/rensselaer/recording/3b56eb0b5a09103abfff005056815ee6/playback

Theorems of the Alternative

Lectures from MATP 4700 in Fall 2020.

Part 1 (4:34) (Farkas Lemma)

Link: https://rensselaer.webex.com/webappng/sites/rensselaer/recording/play/58a9484042b04a4eb14c095a8414feb3

Part 2 (8:39) (examples of Farkas; example 2 differs slightly from yours)

Link: https://rensselaer.webex.com/webappng/sites/rensselaer/recording/play/14792f7f76484e2e8708f45084e452f3

Part 3 (7:00) (proof of Farkas, part 1)

Link: https://rensselaer.webex.com/webappng/sites/rensselaer/recording/play/26384268a63e48b893bdf9d3ad088f73

Part 4 (5:45) (proof of Farkas, part 2)

Link: https://rensselaer.webex.com/webappng/sites/rensselaer/recording/play/2877a6be6e1b4647b98ec01d67368817

Part 5 (13:51) (pictures of Farkas, part 1)

Link: https://rensselaer.webex.com/webappng/sites/rensselaer/recording/play/f0a0cd41bc884b4b8f5e2fcdd00b5120

Part 6 (4:35) (pictures of Farkas, part 2)

Link: https://rensselaer.webex.com/webappng/sites/rensselaer/recording/play/d59f6839a44b43f6bd084a0c16398ee3

Part 7 (10:53) (Gordan’s Theorem)

Link: https://rensselaer.webex.com/webappng/sites/rensselaer/recording/play/cd7a87d445cc4153b634da3e99935944