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A short derivation of the Kuhn-Tucker conditions

Yoshihiro Tanaka (tanaka***at***econ.hokudai.ac.jp)

Abstract: 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.

Keywords: Farkas's lemma, Kuhn-Tucker conditions, the method of Lagrange multipliers, economics

Category 1: Nonlinear Optimization (Constrained Nonlinear Optimization )

Citation: Discussion Paper Series A, No. 2011-234, Graduate School of Economics and Business Administration, Hokkaido University, February 2011

Download: [PDF]

Entry Submitted: 05/17/2011
Entry Accepted: 05/17/2011
Entry Last Modified: 05/19/2011

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