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On the use of the table method in constrained optimization
Authors:R. Kalaba  A. Tishler
Affiliation:(1) Department of Economics, University of Southern California, Los Angeles, California
Abstract:In this paper, we take advantage of the availability of higher-order derivatives through the table method (see Ref. 1) and suggest a simple variant of the Lagrangian method for constrained optimization. Our method, and the software that we currently have can be used to minimize functions with many variables subject to an arbitrary number of constraints.On leave from the Faculty of Management, Tel Aviv University, Tel Aviv, Israel.
Keywords:Constrained optimization  table method  Lagrangian function
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