The Lagrange Multiplier Rule
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Publication:4046313
Cited in
(21)- Refinements of necessary optimality conditions in nondifferentiable programming. I
- First- and second-order necessary optimality conditions for optimal control problems governed by stationary Navier-Stokes equations with pure state constraints
- The broken link between normality and regularity in the calculus of variations
- Normality and uniqueness of Lagrange multipliers
- On the Caratheodory-John multiplier rule
- Multiplier rules and the separation of convex sets
- Necessary conditions for optimal control problems with bounded state by a penalty method
- Pseudonormality and a Lagrange multiplier theory for constrained optimization
- A penalty function proof of a Lagrange multiplier theorem with application to linear delay systems
- A simple and elementary proof of the Karush-Kuhn-Tucker theorem for inequality-constrained optimization
- Enhanced Karush-Kuhn-Tucker condition and weaker constraint qualifications
- State-constrained relaxed problems for semilinear elliptic equations
- Approximate Karush-Kuhn-Tucker condition in multiobjective optimization
- Normality, controllability and properness in optimal control
- An elementary proof of the Fritz-John and Karush-Kuhn-Tucker conditions in nonlinear programming
- A short elementary proof of the Lagrange multiplier theorem
- Necessity for isoperimetric inequality constraints
- A new proof of the Lagrange multiplier rule
- The supporting role of the Mangasarian-Fromovitz constraint qualification in calculus of variations
- Enhanced Fritz John stationarity, new constraint qualifications and local error bound for mathematical programs with vanishing constraints
- Free boundary problems and optimal control of axisymmetric polymer crystallization processes
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