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A simple proof of the Karush-Kuhn-Tucker theorem with finite number of equality and inequality constraints

By Ramzi May
We provide a simple and short proof of the Karush-Kuhn-Tucker theorem with finite number of equality and inequality constraints. The proof relies on an elementary linear algebra lemma and the local inverse theorem.
July 23, 2020
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A simple proof of the Karush-Kuhn-Tucker theorem with finite number of equality and inequality constraints
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