Letter to the Editor—A Note on the “Fail-Safe” Properties of the “Generalized Lagrange Multiplier Method”

A. Charnes and W. W. Cooper
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A. Charnes: Northwestern University, Evanston, Illinois
W. W. Cooper: Carnegie Institute of Technology, Pittsburgh, Pennsylvania

Operations Research, 1965, vol. 13, issue 4, 674-677

Abstract: This paper shows that the Lagrange multiplier method suggested by H. Everett does not have “Fail-Safe” properties when applied to simple situations with nonconvexity only in the functional. Although each Lagrange multiplier problem for these situations has immediate solutions no means of combining them to obtain a solution to any reasonable approximation appears to be visible.

Date: 1965
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