Zero or near-to-zero Lagrange multipliers in linearly constrained nonlinear programming
ISSN: 0210-8054
Año de publicación: 1982
Volumen: 6
Número: 2
Páginas: 193-204
Tipo: Artículo
Otras publicaciones en: Questiió: Quaderns d'Estadística, Sistemes, Informatica i Investigació Operativa
Resumen
We discuss in this work the using of Lagrange multipliers estimates in linearly constrained nonlinear programming algorithms and the implication of zero or near-to-zero Lagrange multipliers. Some methods for estimating the tendency of the multipliers are proposed in the context of a given algorithm