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An Elementary Proof of the Fritz-John and Karush-Kuhn-Tucker Conditions in Nonlinear Programming

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.
Year of publication:
2005-10-14
Authors: Birbil, S.I. ; Frenk, J.B.G. ; Still, G.J.
Institutions: Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
Subject: nonlinear programming | Fritz-John conditions | Karush-Kuhn-Tucker conditions
Extent:
application/pdf
Series:
Research Paper. - ISSN 1566-5283.
Type of publication: Book / Working Paper
Notes:
The text is part of a series RePEc:dgr:eureri Number ERS-2005-057-LIS
Source:
Persistent link: https://www.econbiz.de/10005288633
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