A new proof of the Lagrange multiplier rule

Jan Brinkhuis and Vladimir Protassov

No EI2015-39, Econometric Institute Research Papers from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute

Abstract: We present an elementary self-contained proof for the Lagrange multiplier rule. It does not refer to any substantial preparations and it is only based on the observation that a certain limit is positive. At the end of this note, the power of the Lagrange multiplier rule is analyzed.

Keywords: Lagrange multiplier rule; penalty function (search for similar items in EconPapers)
Pages: 4
Date: 2015-12-02
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