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Sometimes no single book suits you best, which means you need to read two or more books on the concept that you want to understand.  After comparing a few explanation from different angles, you will have a better understanding.  Regarding KT condition, you can take a look at Winston's book, Operations Research, which can be found at this site. If you want to fully understand it, you need to read some books on Nonlinear Programming, such as Bazarra.

楼主可以看一下这个帖子：
http://www.pinggu.org/bbs/viewth ... p;page=1#pid1547768

看一下这篇博客吧：http://qiusolin.blog.163.com/blo ... 572007515101053275/