A Variational Approach to Lagrange Multipliers
37 Pages Posted: 8 Nov 2014
Date Written: November 7, 2014
Abstract
We discuss Lagrange multiplier rules from a variational perspective. This allows us to highlight many of the issues involved and also to illustrate how broadly an abstract version can be applied.
Keywords: Lagrange Multiplier, duality, constrained optimization.
JEL Classification: C60
Suggested Citation: Suggested Citation
Borwein, Jonathan and Borwein, Jonathan and Zhu, Qiji Jim, A Variational Approach to Lagrange Multipliers (November 7, 2014). Available at SSRN: https://ssrn.com/abstract=2520482 or http://dx.doi.org/10.2139/ssrn.2520482
Do you have a job opening that you would like to promote on SSRN?
Feedback
Feedback to SSRN
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.