2007-07-01
An elementary proof of the Fritz-John and Karush–Kuhn–Tucker conditions in nonlinear programming
Publication
Publication
European Journal of Operational Research , Volume 180 - Issue 1 p. 479- 484
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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doi.org/10.1016/j.ejor.2006.04.012, hdl.handle.net/1765/19255 | |
ERIM Top-Core Articles , Econometric Institute Reprint Series | |
European Journal of Operational Research | |
Organisation | Erasmus Research Institute of Management |
Birbil, I., Frenk, H., & Still, G. J. (2007). An elementary proof of the Fritz-John and Karush–Kuhn–Tucker conditions in nonlinear programming. European Journal of Operational Research, 180(1), 479–484. doi:10.1016/j.ejor.2006.04.012 |