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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