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 , write
and use the optimization Lagrangian
A candidate satisfies the KKT conditions exactly when all four requirements hold:
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]