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.

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Year of publication:	2005-11-07
Authors:	Birbil, S.I. ; Frenk, J.B.G. ; Still, G.J.
Institutions:	Erasmus University Rotterdam, Econometric Institute
Subject:	nonlinear programming \| Fritz-John conditions \| Karush-Kuhn-Tucker conditions

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Extent:	application/pdf
Series:	Econometric Institute Report. - ISSN 1566-7294.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series RePEc:dgr:eureir Number EI 2005-43
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008584833