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A note on an approximate lagrange multiplier rule

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Abstract

In this note we show that for a large class of optimization problems, the Lagrange multiplier rule can be derived from the approximate multiplier rule.

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Authors and Affiliations

  1. Department of Mathematics and Statistics, Indian Institute of Technology, Kanpur, India

    Joydeep Dutta & Suvendu Ranjan Pattanaik

  2. XLIM (UMR-CNRS 6172) and Université de Limoges, 123 Avenue A. Thomas, 87060, Limoges Cedex, France

    Michel Théra

Authors
  1. Joydeep Dutta
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  2. Suvendu Ranjan Pattanaik
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  3. Michel Théra
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Correspondence to Joydeep Dutta.

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Dutta, J., Pattanaik, S.R. & Théra, M. A note on an approximate lagrange multiplier rule. Math. Program. 123, 161–171 (2010). https://doi.org/10.1007/s10107-009-0320-7

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  • DOI: https://doi.org/10.1007/s10107-009-0320-7

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