Karush–Kuhn–Tucker conditions

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The Karush–Kuhn–Tucker conditions are fundamental optimality criteria in nonlinear programming that generalize Lagrange multipliers to handle inequality constraints.

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Predicate Object
instanceOf mathematical concept
necessary conditions for optimality
optimality conditions
result in nonlinear programming
alsoKnownAs KKT conditions
appliesTo constrained optimization problems
nonlinear programming problems
optimization problems with inequality constraints
are necessary conditions for optimality under suitable constraint qualifications
sufficient conditions for optimality in convex optimization problems
assumes constraint qualification such as Slater’s condition in convex problems
category Mathematical optimization theorems
Nonlinear programming
component complementary slackness condition
constraint qualification assumption
dual feasibility condition
primal feasibility condition
stationarity condition
expressedAs system of equations and inequalities
field mathematical optimization
nonlinear programming
optimization theory
formalizedIn Lagrangian saddle-point framework
generalizes method of Lagrange multipliers
historicalOrigin independent work of Kuhn and Tucker in the 1950s
work of William Karush in 1939
implies zero product between each inequality constraint and its multiplier at optimum
involves Lagrange multipliers for equality constraints
Lagrange multipliers for inequality constraints
Lagrangian function
namedAfter Albert W. Tucker
Harold W. Kuhn
William Karush
relatedTo Fritz John conditions
linked to: Fritz John

Lagrange duality
first-order necessary conditions
relates primal variables to Lagrange multipliers
requires differentiability of objective and constraint functions in standard form
nonnegativity of multipliers for inequality constraints
usedFor analyzing sensitivity in optimization
characterizing local optima
deriving dual problems
usedIn convex optimization
economics
engineering design optimization
machine learning
operations research
support vector machines

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Referenced by (13)

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Albert W. Tucker knownFor Karush–Kuhn–Tucker conditions
Albert W. Tucker notableWork Karush–Kuhn–Tucker conditions in nonlinear programming
linked to: Karush–Kuhn–Tucker conditions
William Karush notableWork Karush–Kuhn–Tucker conditions
William Karush notableConcept Karush–Kuhn–Tucker conditions
Harold W. Kuhn knownFor Kuhn–Tucker conditions
linked to: Karush–Kuhn–Tucker conditions
Harold W. Kuhn notableConcept Kuhn–Tucker conditions
linked to: Karush–Kuhn–Tucker conditions
Lagrange multipliers generalizedBy Karush–Kuhn–Tucker conditions
KKT conditions fullName Karush–Kuhn–Tucker conditions
KKT conditions historicalOrigin Karush 1939 master’s thesis
linked to: Karush–Kuhn–Tucker conditions
Lagrangian function relatedTo Karush–Kuhn–Tucker conditions
Nonlinear programming hasConcept Karush–Kuhn–Tucker conditions
William Karush knownFor Karush–Kuhn–Tucker conditions
subject linked to: Karush
Albert William Tucker knownFor Karush–Kuhn–Tucker conditions (naming and dissemination)
linked to: Karush–Kuhn–Tucker conditions