A New Result on Interpreting Lagrange Multipliers as Dual Variables

Abstract

It is well known that in linear programming the knowledge of optimal dual variables can be used to simplify the finding of an optimal solution to the primal problem. In this paper, the analogous notion is considered for nonlinear and particularly nonconcave programming problems. A new theoretic result on Lagrange multipliers is presented which enables one to make a statement for nonlinear problems similar to the above assertion for linear programs.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1971
Accession Number
AD0721387

Entities

People

  • F. J. Gould
  • Stephen Howe

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Air Platforms

DTIC Thesaurus Topics

  • Abstracts
  • Applied Mathematics
  • Computer Programming
  • Convex Programming
  • Interdisciplinary Science
  • Lagrangian Functions
  • Linear Programming
  • Mathematical Programming
  • Mathematics
  • Military Research
  • North Carolina
  • Operations Research
  • Optimization
  • Stability Conditions
  • Statistics
  • Systems Analysis
  • Universities

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.
  • Operations Research