New perspective on the Kuhn–Tucker theorem


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Abstract

A new proof of the Kuhn–Tucker theorem on necessary conditions for a minimum of a differentiable function of several variables in the case of inequality constraints is given. The proof relies on a simple inequality (common in textbooks) for the projection of a vector onto a convex set.

About the authors

Yu. G. Evtushenko

Dorodnicyn Computing Center, Federal Research Center “Computer Science and Control,”

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

A. A. Tret’yakov

Dorodnicyn Computing Center, Federal Research Center “Computer Science and Control,”; System Research Institute; University of Podlasie

Email: evt@ccas.ru
Russian Federation, Moscow, 119333; Warsaw; Siedlce

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