Accession Number:

AD0658068

Title:

THEORY OF LAGRANGE MULTIPLIERS FOR CONSTRAINED OPTIMIZATION PROBLEMS

Descriptive Note:

Technical paper

Corporate Author:

RESEARCH ANALYSIS CORP MCLEAN VA

Personal Author(s):

Report Date:

1967-07-01

Pagination or Media Count:

30.0

Abstract:

The paper treats an extension of one version of the classical Lagrange multiplier rule as applied to nonlinear programming problems. For a given problem, an auxiliary problem is defined and its properties are studied under various assumptions. In particular, when the given problem has a strictly convex objective function and concave constraints it is shown that the auxiliary problem is one of maximizing a concave differentiable function over an open set subject only to nonnegativity conditions. Some applications of this theory are presented only with the connection between the auxiliary problem and a dual of the given problem.

Subject Categories:

  • Theoretical Mathematics
  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE