A Short Derivation of the Kuhn-Tucker Conditions

• 作者: Yoshihiro Tanaka
• 来源期刊: 最优化(英文)
• 学科: 数学
• 关键词: Farkas’s LEMMA Kuhn-Tucker Conditions The Method of LAGRANGE MULTIPLIERS ECONOMICS
• 年，卷（期）: 2015,（2）
• 页码范围: 47-50
• 页数: 4页
• 分类号: O1

摘要

The Kuhn-Tucker conditions have been used to derive many significant results in economics. However, thus far, their derivation has been a little bit troublesome. The author directly derives the Kuhn-Tucker conditions by applying a corollary of Farkas’s lemma under the Mangasarian-Fromovitz constraint qualification and shows the boundedness of Lagrange multipliers.