Fritz John Duality in the Presence of Equality and Inequality Constraints

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References

[1] R. W. Cottle, “A Theorem of Fritz John in Mathematical Programming,” RAND Memorandum RM-3538-PR, 1963.

[2] F. John, “Extremum Problems with Inequalities as Side Condition,” In: K. O. Frierichs, O. E. Neugebaur and J. J. Stoker, Eds., Studies and Essays, Courant Anniversary Volume, Wiley (Interscience), New York, 1984, pp. 187204.

[3] T. Weir and B. Mond, “Sufficient Fritz John Optimality Conditions and Duality for Nonlinear Programming Problems,” OPSEARCH, Vol. 23, No. 3, 1986, pp. 129-141.

[4] O. L. Mangasarian and S. Fromovitz, “The Fritz John Necessary Optimality Conditions in the Presence of Equality and Inequality Constraints,” Journal of Mathematical Analysis and Applications, Vol. 17, No. 1, 1967, pp. 37-47. doi:10.1016/0022-247X(67)90163-1

[5] H. W. Kuhn and A. W. Tucker, “Nonlinear Programming,” Proceeding of the Second Berkeley Symposium on Mathematical Statistics and Probability, University of California Press, Berkeley, 1951, pp. 481-492.

[6] O. L. Mangasarian, “Nonlinear Programming,” McGrawHill, New York, 1969.