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Letters to the Editor.

Authors :
Charnes, A.
Cooper, W. W.
Source :
Operations Research; Jul/Aug65, Vol. 13 Issue 4, p674, 8p
Publication Year :
1965

Abstract

This paper shows that the Lagrange multiplier method suggested by H. Everett does not have 'Fail-Safe' properties when applied to simple situations with nonconvexity only in the functional. Although each Lagrange multiplier problem for these situations has immediate solutions no means of combining them to obtain a solution to any reasonable approximation appears to be visible. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
0030364X
Volume :
13
Issue :
4
Database :
Complementary Index
Journal :
Operations Research
Publication Type :
Academic Journal
Accession number :
7011883
Full Text :
https://doi.org/10.1287/opre.13.4.674