A new proof of the Kuhn-Tucker and Farkas theorems (Q1991635)
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English | A new proof of the Kuhn-Tucker and Farkas theorems |
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A new proof of the Kuhn-Tucker and Farkas theorems (English)
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30 October 2018
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The authors present a very simple proof of the Kuhn-Tucker theorem (in the Fritz John form) by using only the well-known formula for calculating the projection of a vector onto a closed, convex set. The proof is given first in the Euclidean setting, and then generalized to Banach spaces. Their approach is also employed to prove Farkas' lemma.
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projection
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Kuhn-Tucker theorem
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convex hull
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optimality conditions
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local minimum
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Farkas' lemma
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