http://hdl.handle.net/1765/7030
series: EI 2005-43

An elementary proof of the Fritz-John and Karush-Kuhn-Tucker conditions in nonlinear programming


Research Paper
This publication is part of collection
Related Files
asset icon
(ei2005-43.pdf, 0.1MB)

(IsSameAs.url.txt, 31 bytes)

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.



Keywords


Automatically Extracted Terms
  • problem
  • condition
  • proof
  • kkt conditions
  • fj conditions
  • lemma
  • nonlinear programming
  • minimizer
  • programming
  • 1 i q
  • vector
  • mf constraint qualification
  • l l 0
  • function
  • nonlinear
  • constraint
  • result
  • optimization problem
  • lemma 2.3
  • lemma 2.1