Accession Number:

AD0643740

Title:

THE LAGRANGE MULTIPLIER, A HEURISTIC PRESENTATION

Descriptive Note:

Corporate Author:

CENTER FOR NAVAL ANALYSES ALEXANDRIA VA OPERATIONS EVALUATION GROUP

Personal Author(s):

Report Date:

1966-10-31

Pagination or Media Count:

39.0

Abstract:

Many problems in operations research require the maximization or minimization of a suitable payoff function subject to various constraints. Lagrange multipliers are classically used for this type of problem, however, the treatment given this technique by most texts requires that the payoff and constraint functions be at least differentiable at the extremizing point. This paper shows that the Lagrange multiplier concept can be independent of differentiability or even continuity of the functions involved. It also gives the reader a geometric insight into the workings of the multiplier. Simplifications possible, if the functions involved are homogeneous, are displayed. The treatment is heuristic rather than formally rigorous.

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE