Elementary proof of classical necessary optimality conditions for a mathematical programming problem with inequality constraints

被引:2
|
作者
Tret'yakov, A. A. [1 ,2 ,3 ]
机构
[1] Russian Acad Sci, Dorodnicyn Comp Ctr, Moscow 119991, Russia
[2] Polish Acad Sci, Syst Res Inst, PL-01447 Warsaw, Poland
[3] Univ Podlasie Siedlce, PL-08110 Siedlce, Poland
基金
俄罗斯基础研究基金会;
关键词
Banach Space; Mathematical Program; Inequality Constraint; DOKLADY Mathematic; Implicit Function Theorem;
D O I
10.1134/S1064562409020252
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
A study to describe an elementary proof of classical necessary optimality conditions, the Kuhn-Tucker theorem for a constrained optimization problem in a finite-dimensional or Banach space, was reported. The study was carried out without using the 'convexity, separability, and duality properties', the idea of passage to the limit, the Bolzano-Weierstrass theorems, theorems of the alternative, implicit function theorems, Lyusternik's theorem, and other classical facts traditional for optimization. The Kronecker-Capelli theorem for inequality constraint problems was used in the study. It was concluded that a similar elementary proof of the Kuhn-Tucker theorem holds under the Mangasarian-Fromovitz constraint qualification.
引用
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页码:243 / 245
页数:3
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