Technical Note—The One-Dimensional Generalized Lagrange Multiplier Problem

Harvey J. Greenberg
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Harvey J. Greenberg: Virginia Polytechnic Institute and State University, Blacksburg, Virginia

Operations Research, 1977, vol. 25, issue 2, 338-345

Abstract: We develop a unified approach for a generalized Lagrange multiplier problem with one multiplier. The major result is a convergence theorem for interval reduction. Comparative analysis of bisection, linear interpolation, and tangential approximation reveals the relative advantages of tangenital approximation.

Date: 1977
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Persistent link: https://EconPapers.repec.org/RePEc:inm:oropre:v:25:y:1977:i:2:p:338-345

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