库恩－塔克因子

我上的运筹学里有这个东东，是用来解非线性规划问题的一种方法

但不知道是不是你想要知道的

Kuhn-Tucker mutiplier is defined by Kuhn-Tucker condition, which is a necessary condition for maximum or minimum point.

the maximization problem with inequlity constraints:

MAX f(x) s.t. g(x)<=b , where f,g,x,b can be vectors.

If x is the local maximizer of the problem, we have:

df/dx=λ dg/dx

λ(g(x)-b)=0

where λ is the Kuhn-Tucker mutiplier.