Accession Number:

AD1028600

Title:

Reduction of Constrained Maxima to Saddle point Problems

Descriptive Note:

Conference Paper

Corporate Author:

STANFORD UNIVERSITY STANFORD United States

Personal Author(s):

• ARROW,KENNETH J
• HURWICZ,LEONID

Report Date:

1956-01-01

Pagination or Media Count:

21.0

Abstract:

The usual applications of the method of Lagrangian multipliers, used in locatingconstrained extrema say maxima, involve the setting up of the Lagrangian expression,1 phi x, y fx ygx,where fx is being say maximized with respect to the vector variable x x,XNJ, subject to the constraint gx 0, where gx maps the points of the N-dimensionalx-space into an M-dimensional space, and y Iyi,.-. , YM is the Lagrange multipliervector. Here, I indicates a column vector the prime indicates transposition, sothat y is a row vector.

Descriptors:

• lagrangian functions
• equations
• linear programming

Subject Categories:

• Numerical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE