A new proof of the Lagrange multiplier rule

Brinkhuis J.; Protasov Vladimir Y.

doi:10.1016/j.orl.2016.03.014

Publications

Article

A new proof of the Lagrange multiplier rule

Operations Research Letters. 2016. Vol. 44. No. 3. P. 400-402.

Brinkhuis J., Protasov V. Y.

We present an elementary self-contained proof for the Lagrange multiplier rule. It does not refer to any preliminary material and it is only based on the observation that a certain limit is positive. At the end of this note, the power of the Lagrange multiplier rule is analyzed.

Research target: Computer Science Mathematics

Priority areas: IT and mathematics mathematics engineering science

Language: English

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Keywords: Lagrange multiplier rule Penalty function Multiplier of objective function

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