A simple proof of the Karush-Kuhn-Tucker theorem with finite number of equality and inequality constraints

23 Jul 2020  ·  May Ramzi ·

We provide a simple and short proof of the Karush-Kuhn-Tucker theorem with finite number of equality and inequality constraints. The proof relies on an elementary linear algebra lemma and the local inverse theorem...

PDF Abstract
No code implementations yet. Submit your code now

Categories


Optimization and Control