A new proof of the Lagrange multiplier rule

作者：Brinkhuis Jan^*; Protasov Vladimir

来源：Operations Research Letters, 2016, 44(3): 400-402.

DOI：10.1016/j.orl.2016.03.014

• Lagrange multiplier rule
• Penalty function
• Multiplier of objective function

We present an elementary self-contained proof for the Lagrange multiplier rule. It does not refer to any preliminary material and it is only based on the observation that a certain limit is positive. At the end of this note, the power of the Lagrange multiplier rule is analyzed.

• 出版日期2016-5