Lagrange multipliers and optimality

该资源由用户: 魂魄靖易 上传  举报不良内容

Lagrange multipliers used to be viewed as auxiliary variables introduced in a problem of constrained minimization in order to write first-order optimality conditions formally as a system of equations-Modern applications, with their emphasis on numerical methods and more complicated side conditions than equations, have demanded deeper understanding of the concept and how it fits into a larger theoretical picture.A major line of research has been the nonsmooth geometry of one-sided tangent and normal vectors to the set of points satisfying the given constraints. Another has been the game-theoretic role of multiplier vectors as solutions to a dual problem. Interpretations as generalized derivatives of the optimal value with respect to problem parameters have also been explored. Lagrange multipliers are now being seen as arising from a general rule for the subdirferentiation of a nonsmooth objective function which allows black-and-white constraints to be replaced by penalty expressions. This paper traces such themes in the current theory of Lagrange multipliers, providing along the way a free-standing exposition of basic nonsmooth analysis as motivated by and applied to this subject.

尊敬的读者:
欢迎您访问我们的网站。本站的初衷是为大家提供一个共享学习资料、交换知识的平台。每位用户都可以将文件上传至网盘并分享。
然而,随着用户上传的资料增多,我们发现部分不宜或版权问题的书籍被分享到了本站。
为此,我们已经关闭了分享入口,并进行了多次书籍审查,但仍有部分内容未能彻底审查到位。
在此,我们恳请广大读者与我们共同监督,如发现任何不宜内容,请 点击此处 进行举报,我们会第一时间处理并下架相关内容。
希望我们能共建一个文明社区!感谢您的理解与支持!

扫一扫即可关注本站(PDF之家)微信公众账号
发送您想要找的书籍名称即可找到书籍

Image

本站为非盈利性网站, 但服务器成本高昂, 如果本站内容对您有帮助, 欢迎捐赠, 您的鼓励是我们最大的动力!

大小: 6.2 MB
格式: PDF

声明

本站资源来源于网络及个人用户网盘上传,仅用于分享知识,学习和交流! 本站不保存,不制作,不出售任何图书。请您下载完在24小时内删除。 资源禁用于商业用途!如果您喜欢本站资源,请购买正版,谢谢合作!

标签

Lagrange multipliers optimality

扫码支持一下:

Image Image

猜你喜欢

Lagrange multipliers and optimality

请输入验证码: