Abstract
In order to solve problems of constrained extrema, it is customary in the calculus to use the method of the Lagrangian multiplier. Let us, for example, consider a problem: maximize f(x1,•••, xn) subject to the restrictions g(x1,•••, xn)=0 (k=1, • ••,m).
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Uzawa, H. (2014). The Kuhn-Tucker Theorem in Concave Programming. In: Giorgi, G., Kjeldsen, T. (eds) Traces and Emergence of Nonlinear Programming. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-0439-4_15
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DOI: https://doi.org/10.1007/978-3-0348-0439-4_15
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