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A note on an approximate lagrange multiplier rule.
- Source :
- Mathematical Programming; May2010, Vol. 123 Issue 1, p161-171, 11p
- Publication Year :
- 2010
-
Abstract
- In this note we show that for a large class of optimization problems, the Lagrange multiplier rule can be derived from the approximate multiplier rule. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00255610
- Volume :
- 123
- Issue :
- 1
- Database :
- Complementary Index
- Journal :
- Mathematical Programming
- Publication Type :
- Academic Journal
- Accession number :
- 47235012
- Full Text :
- https://doi.org/10.1007/s10107-009-0320-7