An economic interpretation of exact penalty functions using sensitivity analysis

DOI10.1016/0167-6377(81)90024-9zbMath0494.90065OpenAlexW2072076709MaRDI QIDQ1169407

Jean-Bernard Lasserre

Publication date: 1981

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(81)90024-9

zbMATH Keywords

Lagrange multiplierslocal minimumsensitivity analysisexact penalty functionconstrained problemeconomic interpretation

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Nonlinear programming (90C30) Mathematical economics (91B99)

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