The Karush–Kuhn–Tucker conditions at are primal feasibility, dual feasibility (), complementary slackness () and stationarity, (Karush, 1939; Kuhn and Tucker, 1951).
Quantitative Finance · Glosarium
Apa itu Karush–Kuhn–Tucker conditions?
Dikenal juga sebagai: Karush--Kuhn--Tucker conditions