2005-10-14
An Elementary Proof of the Fritz-John and Karush-Kuhn-Tucker Conditions in Nonlinear Programming
Publication
Publication
ERIM report series research in management Erasmus Research Institute of Management
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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| hdl.handle.net/1765/6992 | |
| ERIM Report Series Research in Management | |
| ERIM report series research in management Erasmus Research Institute of Management | |
| Organisation | Erasmus Research Institute of Management |
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Birbil, I., Frenk, H., & Still, G. J. (2005). An Elementary Proof of the Fritz-John and Karush-Kuhn-Tucker Conditions in Nonlinear Programming (No. ERS-2005-057-LIS). ERIM report series research in management Erasmus Research Institute of Management. Retrieved from http://hdl.handle.net/1765/6992 |
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