Electronic Resource
Springer
Journal of optimization theory and applications
13 (1974), S. 56-73
ISSN:
1573-2878
Keywords:
Sensitivity analysis
;
control theory
;
mathematical programming
;
method of multipliers
;
Banach spaces
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract Two types of interpretations of multipliers in both static and dynamic optimization problems are described. It is snown that the Lagrange multipliers encountered in mathematical programming problems and the auxiliary functions arising in Pontryagintype optimal control problems sometimes have highly analogous interpretations as rates of change of the optimal attainable value of an objective function, or in some cases as bounds on average rates of change.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00935609
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