Primal–dual Methods for Nonlinear Constrained Optimization
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چکیده
. . . If a function of several variables should be a maximum or minimum and there are between these variables one or several equations, then it will be suffice to add to the proposed function the functions that should be zero, each multiplied by an undetermined quantity, and then to look for the maximum and the minimum as if the variables were independent; the equation that one will find combined with the given equations, will serve to determine all the unknowns. J.-L. Lagrange
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تاریخ انتشار 2010