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Kuhn-Tucker Theorem

A theorem in nonlinear programming which states that if a regularity condition holds and $f$ and the functions $h_j$ are convex, then a solution $x^0$ which satisfies the conditions $h_j$ for a Vector of multipliers $\boldsymbol{\lambda}$ is a Global Minimum. The Kuhn-Tucker theorem is a generalization of Lagrange Multipliers. Farkas's Lemma is key in proving this theorem.

See also Farkas's Lemma, Lagrange Multiplier

© 1996-9 Eric W. Weisstein