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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2018 Volume 58, Number 7, Pages 1084–1088 (Mi zvmmf10745)

This article is cited in 1 paper

A new proof of the Kuhn–Tucker and Farkas theorems

Yu. G. Evtushenkoa, A. A. Tret'yakovbac

a Dorodnitsyn Computing Centre, Federal Research Center “Computer Science and Control”, Russian Academy of Sciences, Moscow, Russia
b System Research Institute, Polish Academy of Sciences, Warsaw, Poland
c Faculty of Sciences, Siedlce University, Siedlce, Poland

Abstract: For the minimization problem for a differentiable function on a set defined by inequality constraints, a simple proof of the Kuhn–Tucker theorem in the Fritz John form is presented. Only an elementary property of the projection of a point onto a convex closed set is used. The approach proposed by the authors is applied to prove Farkas’ theorem. All results are extended to the case of Banach spaces.

Key words: projection, Kuhn–Tucker theorem, convex hull, optimality conditions, local minimum.

UDC: 519.85

Received: 11.05.2017
Revised: 01.11.2017

DOI: 10.31857/S004446690000372-0


 English version:
Computational Mathematics and Mathematical Physics, 2018, 58:7, 1035–1039

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