|
|
|
A theorem in nonlinear programming which states that if a regularity condition holds and
and the functions
are
convex, then a solution
which satisfies the conditions
for a Vector of multipliers
is a
Global Minimum. The Kuhn-Tucker theorem is a generalization of Lagrange Multipliers. Farkas's Lemma is key in proving this theorem.
See also Farkas's Lemma, Lagrange Multiplier