On Lagrange multipliers and constraints I. Lagrangian approach
作者:
H. SAYAMA,
L. T. FAN,
L. S. FAN,
期刊:
International Journal of Systems Science
(Taylor Available online 1976)
卷期:
Volume 7,
issue 11
页码: 1283-1298
ISSN:0020-7721
年代: 1976
DOI:10.1080/00207727608942004
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
This paper establishes the relations between the changes in tho values of the Lagrange multipliers and the changes in the values of tho constraint and objoetivo functions for a non-linear, convex programme based on the classical Lagrangian. Using somo Lagrange multipliers which are larger (smaller) than the optimal ones, it is possible that a point minimizing the Lagrangian is inside the feasible (infeasible) region. Illus-strativo examples are presented for quadratic programming problems.
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