2005-11-07
An elementary proof of the Fritz-John and Karush-Kuhn-Tucker conditions in nonlinear programming
Publication
Publication
Report / Econometric Institute, Erasmus University Rotterdam
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/1765/7030 | |
Econometric Institute Research Papers | |
Report / Econometric Institute, Erasmus University Rotterdam | |
Organisation | Erasmus School of Economics |
Birbil, I., Frenk, H., & Still, G. J. (2005). An elementary proof of the Fritz-John and Karush-Kuhn-Tucker conditions in nonlinear programming (No. EI 2005-43). Report / Econometric Institute, Erasmus University Rotterdam. Retrieved from http://hdl.handle.net/1765/7030 |