Technical Note—A Note on Extended GLM

J. P. Evans, F. J. Gould and S. M. Howe
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J. P. Evans: University of North Carolina, Chapel Hill, North Carolina
F. J. Gould: University of North Carolina, Chapel Hill, North Carolina
S. M. Howe: University of North Carolina, Chapel Hill, North Carolina

Operations Research, 1971, vol. 19, issue 4, 1079-1080

Abstract: This note presents a modification of some earlier work of Gould on nonlinear multiplier functions in generalized Lagrangian (penalty) formulations. The purpose of the modification is to present a generalized Lagrangian that is invariant under right-hand-side translations and that yields the usual economic interpretation for unused resource quantities at optimality.

Date: 1971
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