(1) Department of Engineering Sciences and Applied Mathematics, Department of Industrial Engineering and Management Sciences, and Department of Mathematics, Northwestern University, Evanston, Illinois
Abstract:
Extensions of the ordinary Lagrangian are used both in saddle-point characterizations of optimality and in a development of duality theory.This research was sponsored by the Air Force Office of Scientific Research, Air Force Systems Command, USAF, under Grant No. AFOSR-73-2516.