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A note on an approximate lagrange multiplier rule.

Authors :
Dutta, Joydeep
Pattanaik, Suvendu Ranjan
Théra, Michel
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