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Chapter 11: The KKT Conditions

Amir Beck

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Abstract

In this chapter we will further develop the KKT conditions discussed in Chapter 10, but we will consider general constraints and not restrict ourselves to linear constraints. The Karush-Kuhn-Tucker (KKT) conditions were originally named after Harold Kuhn and Albert Tucker, who first published the conditions in 1951. Later on it was discovered that William Karush developed the necessary conditions in his master's thesis back in 1939, and the conditions were thus named after the three researchers.

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What this paper is about

In this chapter we will further develop the KKT conditions discussed in Chapter 10, but we will consider general constraints and not restrict ourselves to linear constraints. The Karush-Kuhn-Tucker (KKT) conditions were originally named after Harold Kuhn and Albert Tucker, who first published the conditions in 1951. Later on it was discovered that William Karush developed the necessary conditions in his master's thesis back in 1939, and the conditions were thus named after the three researchers.

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Available abstract

In this chapter we will further develop the KKT conditions discussed in Chapter 10, but we will consider general constraints and not restrict ourselves to linear constraints. The Karush-Kuhn-Tucker (KKT) conditions were originally named after Harold Kuhn and Albert Tucker, who first published the conditions in 1951. Later on it was discovered that William Karush developed the necessary conditions in his master's thesis back in 1939, and the conditions were thus named after the three researchers.

Key concepts: Karush–Kuhn–Tucker conditions, Mathematics, Mathematical optimization

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