Operations research: an introduction, 4th ed.
Operations research: an introduction, 4th ed.
| Hi-index | 0.98 |
The paper establishes the equivalence to second order of the Jacobean (constrained gradient) and the Lagrangean approaches to optimizing a function subject to equality constraints. The second order equivalence does not seem to have been considered previously. It is established using a new second order sufficiency condition which has computational advantages over the other two.