Encyclopedia of Operations Research and Management Science

2001 Edition
| Editors: Saul I. Gass, Carl M. Harris

Karush-Kuhn-Tucker (KKT) conditions

Reference work entry
DOI: https://doi.org/10.1007/1-4020-0611-X_495

The Karush-Kuhn-Tucker (KKT) conditions are necessary conditions that a solution to a general nonlinear programming problem must satisfy, provided that the problem constraints satisfy a regularity condition called constraint qualification. If the problem is one in which the constraint set (i.e., solution space) is convex and the maximizing (minimizing) objective function is concave (convex), the KKT conditions are suffifient. Applied to a linear-programming problem, the KKT conditions yield the complementary slackness conditions of the primal and dual problems. Nonlinear programming.

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© Kluwer Academic Publishers 2001

Authors and Affiliations

  1. 1.Robert H. Smith School of BusinessUniversity of MarylandCollege PartUSA
  2. 2.School of Information Technology & EngineeringGeorge Mason UniversityFairfaxUSA