Karush–Kuhn–Tucker conditions

ID: karush-kuhn-tucker-conditions

The Karush–Kuhn–Tucker (KKT) conditions are a set of necessary conditions for a solution to be optimal for a constrained optimization problem. They are widely used in mathematical optimization, particularly in nonlinear programming. The KKT conditions generalize the method of Lagrange multipliers to handle problems with inequality constraints.

New to topics? Read the docs here!