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.
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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
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