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A short proof of a general multiplier rule
Authors:A Feinstein
Institution:(1) San Jose State University, San Jose, California
Abstract:A general multiplier rule obtained by Hestenes is shown to follow directly from the Lagrange multiplier rule by a simple compactness argument. A similar simplification is effected in the proof of Gittleman's extension of Hestenes' rule.
Keywords:Constrained extremum problems  Lagrange multiplier rule  general multiplier rule  optimal control
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