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General Lagrange Multipliers (Dubovickii-Miljutin Theory)

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Nonlinear Functional Analysis and its Applications
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Abstract

In Chapter 43 (eigenvalue problems) and in Section 47.10 (Kuhn-Tucker theory), we became acquainted with the Lagrange multiplier method for handling extremal problems. In this chapter we prove a very general formulation of this method (Theorem 48.A in Section 48.3). In this connection, the direction cone and the positive functionals that exist on it play the crucial role.

True optimization is the revolutionary contribution of modern research to decision processes.

George Bernhard Dantzig (born 1914)

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Zeidler, E. (1985). General Lagrange Multipliers (Dubovickii-Miljutin Theory). In: Nonlinear Functional Analysis and its Applications. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-5020-3_13

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  • DOI: https://doi.org/10.1007/978-1-4612-5020-3_13

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