An Elementary Proof of the Fritz-John and Karush-Kuhn-Tucker Conditions in Nonlinear Programming
2005-10-14
Research Paper
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In this note we give an elementary proof of the Fritz-John and Karush-Kuhn-Tucker conditions for nonlinear finite dimensional programming problems with equality and/or inequality constraints. The proof avoids the implicit function theorem usually applied when dealing with equality constraints and uses a generalization of Farkas lemma and the Bolzano-Weierstrass property for compact sets.
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Journal of Economic Literature (JEL) Classification System
- O32 : Management of Technological Innovation and R&D
- C61 : Optimization Techniques; Programming Models; Dynamic Analysis
- M : Business Administration and Business Economics; Marketing; Accounting
- L15 : Information and Product Quality; Standardization and Compatibility
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- l l 0
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