A Variational Approach to Lagrange Multipliers

37 Pages Posted: 8 Nov 2014

See all articles by Jonathan Borwein

Jonathan Borwein

University of Newcastle (Australia); Royal Society of Canada; Australian Academy of Science (deceased)

Qiji Jim Zhu

Western Michigan University

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

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

Jonathan Borwein

University of Newcastle (Australia)

Royal Society of Canada

Australian Academy of Science (deceased)

Qiji Jim Zhu (Contact Author)

Western Michigan University ( email )

Kalamazoo, MI 49008
United States

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