Generalized Lagrange multiplier technique for nonlinear programming

Nonlinear Programs with Unbounded Lagrange Multiplier Sets

We investigate nonlinear programs that have a nonempty but possibly unbounded Lagrange multiplier set and that satisfy the quadraticgrowth condition. We show that such programs can be transformed, by relaxing the constraints and adding a linear penalty term to the objective function, into equivalent nonlinear programs that have diierentiable data and a bounded Lagrange multiplier set and that s...

Modified Gauss Elimination Technique for Separable Nonlinear Programming Problem

Nonlinear Lagrange Dual for Multi-Objective Programming Problems

In this paper nonlinear Lagrange dual for a nonlinear multi-objective programming problem is formulated and it is proved that pareto optimal solution of the primal multi-objective programming problem and optimal solution of its nonlinear Lagrange dual are equal. Mathematics Subject Classification: 90C26, 90C39, 90C46

The Lagrange Multiplier Method for Dirichlet's Problem

The Lagrange multiplier method of Babuska for the approximate solution of Dirichlet's problem for second order elliptic equations is reformulated. Based on this formulation, new estimates for the error in the solution and the boundary flux are given. Efficient methods for the solution of the approximate problem are discussed.

An Approximate Lagrange Multiplier Rule

In this paper, we show that for a large class of optimization problems, the Lagrange multiplier rule can be derived from the so-called approximate multiplier rule. In establishing the link between the approximate and the exact multiplier rule we first derive an approximate multiplier rule for a very general class of optimization problems using the approximate sum rule and the chain rule. We als...