TITLE:
A Short Derivation of the Kuhn-Tucker Conditions
AUTHORS:
Yoshihiro Tanaka
KEYWORDS:
Farkas’s Lemma, Kuhn-Tucker Conditions, The Method of Lagrange Multipliers, Economics
JOURNAL NAME:
Open Journal of Optimization,
Vol.4 No.2,
May
19,
2015
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 and shows the boundedness of Lagrange multipliers.