Open AccessTechnical Note—Note on Constrained Maximization of a Sum
Author(s) -
Alan R. Washburn
Publication year - 1981
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.29.2.411
Subject(s) - mathematical economics , maximization , mathematical optimization , mathematics , computer science , combinatorics
Use of a Lagrange multiplier in optimization problems often requires a search with the object of finding the multiplier for which some constraint is met. We introduce a technique that, under some severe assumptions, finds the correct multiplier in a finite number of steps.
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