Template-Type: ReDIF-Paper 1.0
Author-Name: Brinkhuis, J.
Author-Name-Last: Brinkhuis
Author-Name-First: Jan
Author-Name: Protassov, V.
Author-Name-Last: Protassov
Author-Name-First: Vladimir
Title: A new proof of the Lagrange multiplier rule
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.
Length: 4
Creation-Date: 2015-12-02
File-URL: https://repub.eur.nl/pub/79540/EI2015-39.pdf
File-Format: application/pdf
Series: RePEc:ems:eureir
Number: EI2015-39
Keywords: Lagrange multiplier rule, penalty function
Handle: RePEc:ems:eureir:79540