General Lagrange multiplier theorems |
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Authors: | R Weatherwax |
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Institution: | (1) Department of Mathematics, Purdue North Central Campus, Westville, Indiana |
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Abstract: | A cone constraint is used to develop a general Lagrange multiplier theorem for normed linear spaces. Conditions for the payoff functional multiplier to be less than zero are given for Banach spaces. Sufficiency theorems involving Lagrange multipliers are developed for abstract programming problems. Generalizations of certain properties of convex functions will be used for optimization problems. |
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Keywords: | Function minimization generalized control theory Banach spaces tangent cones optimization theorems |
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