Karush–Kuhn–Tucker conditions
Condiciones de Karush-Kuhn-Tucker
- Date
- 1939 (Karush) / 1951 (Kuhn-Tucker) · confidence medium
- Place
- Chicago, Illinois, United States
- Credited to
- William Karush, Harold W. Kuhn y Albert W. Tucker
- Field
- Knowledge & symbols
What was discovered
First-order necessary conditions for a solution of a nonlinear optimization problem with inequality constraints to be optimal, generalizing the method of Lagrange multipliers.
What it led to
- Nonlinear programming in engineering and economics
- Constrained optimization algorithms (quadratic programming, optimal control)
- Theoretical basis for machine learning methods such as support vector machines