An extension of a general multiplier rule derived by Gittleman, which in turn is an extension of a theorem due to Hestenes, is proved. The extension requires a less complicated definition of derived set.
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Communicated by M. R. Hestenes
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Nieuwenhuis, J.W. A general multiplier rule. J Optim Theory Appl 31, 167–176 (1980). https://doi.org/10.1007/BF00934108
- Mathematical programming
- multiplier rule
- derived set
- linearization theorem