Open AccessTechnical Note—The One-Dimensional Generalized Lagrange Multiplier Problem
Author(s) -
Harvey J. Greenberg
Publication year - 1977
Publication title -
operations research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.797
H-Index - 140
eISSN - 1526-5463
pISSN - 0030-364X
DOI - 10.1287/opre.25.2.338
Subject(s) - lagrange multiplier , mathematical optimization , multiplier (economics) , constraint algorithm , computer science , mathematics , calculus (dental) , mathematical economics , economics , macroeconomics , medicine , dentistry
We develop a unified approach for a generalized Lagrange multiplier problem with one multiplier. The major result is a convergence theorem for interval reduction. Comparative analysis of bisection, linear interpolation, and tangential approximation reveals the relative advantages of tangenital approximation.
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