A New Proof of the Kuhn–Tucker and Farkas Theorems


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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.

About the authors

Yu. G. Evtushenko

Dorodnitsyn Computing Centre, Federal Research Center “Computer Science and Control,”
Russian Academy of Sciences

Author for correspondence.
Email: evt@ccas.ru
Russian Federation, Moscow, 119333

A. A. Tret’yakov

Dorodnitsyn Computing Centre, Federal Research Center “Computer Science and Control,”
Russian Academy of Sciences; System Research Institute, Polish Academy of Sciences; Faculty of Sciences, Siedlce University

Author for correspondence.
Email: tret@ap.siedlce.pl
Russian Federation, Moscow, 119333; Warsaw, 01-447; Siedlce, 08-110

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