Albert W. Tucker 2026-10-14
Portrait of Albert W. Tucker
. Portrait identified on the MacTutor biography. Karush-Kuhn-Tucker conditions Created 2026-09-24 Updated 2026-10-14
The Karush-Kuhn-Tucker conditions combine membership of the feasible set with a balance of gradients and complementary slackness. For a minimization problem with differentiable functions on an open subset of , writeand use the optimization LagrangianA candidate satisfies the KKT conditions exactly when all four requirements hold:
- Primal feasibility: and , so is a feasible point.
- Dual sign feasibility: . The equality Lagrange multipliers are unrestricted real numbers.
- Stationarity: the gradient of the optimization Lagrangian in the decision variables vanishes,
- Complementary slackness: for every inequality optimization constraint.[ref]Lecture 7: Lagrange Multipliers and KKT Conditions. Lecture 7, §L7.1.1, Definition L7.1, printed p. 3: the four KKT requirements
The sign of each inequality Lagrange multiplier follows the chosen convention : on the feasible set, makes the optimization Lagrangian a lower bound on the objective function. An equality contributes zero on the feasible set for either sign of its Lagrange multiplier. Complementary slackness says an inequality with must have , while implies an active constraint. An active constraint can still have zero Lagrange multiplier; the quadratic minimization with a moving upper bound below gives an explicit example.
The name records William Karush's 1939 master's thesis and the 1951 work of Harold W. Kuhn and Albert W. Tucker.[ref]
Convex Optimization by Stephen Boyd and Lieven Vandenberghe. Chapter 5 bibliography, printed p. 272, and bibliography entries KT51 and Kuh76
