Fritz John conditions
The Fritz John conditions (abbr. FJ conditions), in mathematics, are a necessary condition for a solution in nonlinear programming to be optimal. They are used as lemma in the proof of the Karush–Kuhn–Tucker conditions, but they are relevant on their own.
We consider the following optimization problem:
where ƒ is the function to be minimized, the inequality constraints and the equality constraints, and where, respectively, , and are the indices set of inactive, active and equality constraints and is an optimal solution of , then there exists a non-zero vector such that: