A new proof of the Lagrange multiplier rule

DOI10.1016/j.orl.2016.03.014zbMath1408.90280OpenAlexW2235185225MaRDI QIDQ1790205

Jan Brinkhuis, Vladimir Yu. Protasov

Publication date: 2 October 2018

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

Full work available at URL: http://repub.eur.nl/pub/79540

zbMATH Keywords

penalty functionLagrange multiplier rulemultiplier of objective function

Mathematics Subject Classification ID

Nonlinear programming (90C30) Optimality conditions and duality in mathematical programming (90C46)

Cites Work

• Linear and nonlinear programming.
• A short elementary proof of the Lagrange multiplier theorem
• The Fritz John necessary optimality conditions in the presence of equality and inequality constraints
• Lagrange Multipliers and Optimality
• Optimization and nonsmooth analysis
• The Lagrange Multiplier Rule
• Mathematical Analysis
• Generalized Kuhn–Tucker Conditions for Mathematical Programming Problems in a Banach Space
• Implicit Functions and Optimization Problems without Continuous Differentiability of the Data
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