Abstract
We show that a Lagrangian multiplier function in input optimization is generally discontinuous on regions of stability and then we find conditions for its continuity.
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References
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Research partly supported by the Natural Sciences and Engineering Research Council of Canada.
The contribution of this author is part of his M.Sc. thesis in Applied Mathematics at McGill University.
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Semple, J., Zlobec, S. On the continuity of a Lagrangian multiplier function in input optimization. Mathematical Programming 34, 362–369 (1986). https://doi.org/10.1007/BF01582236
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DOI: https://doi.org/10.1007/BF01582236