A Fritz John theorem in complex space
B. D. Craven, B. Mond · Bulletin of the Australian Mathematical Society · 1973
Necessary conditions of the Fritz John type are given for a class of nonlinear programming problems over polyhedral cones in finite dimensional complex space. Consider the problem to whereSis a polyhedral cone in, andCmandf:C2n→C,g:C2n→Cmare differentiable functions. A necessary condition for a feasible pointz0to be optimal is that there exist τ≥0, ν ∈S*, (τ, ν) ≠ 0, such that and