A Variational Approach to Lagrange Multipliers
37 Pages Posted: 8 Nov 2014
Date Written: November 7, 2014
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