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A Variational Approach to Lagrange Multipliers

Author

Listed:
  • Jonathan M. Borwein

    (University of Newcastle)

  • Qiji J. Zhu

    (Western Michigan University)

Abstract

We discuss Lagrange multiplier rules from a variational perspective. This allows us to highlight many of the issues involved and also to illustrate how broadly an abstract version can be applied.

Suggested Citation

  • Jonathan M. Borwein & Qiji J. Zhu, 2016. "A Variational Approach to Lagrange Multipliers," Journal of Optimization Theory and Applications, Springer, vol. 171(3), pages 727-756, December.
    • Handle: RePEc:spr:joptap:v:171:y:2016:i:3:d:10.1007_s10957-015-0756-2
    DOI: 10.1007/s10957-015-0756-2
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    References listed on IDEAS

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    1. D. Gale, 1967. "A Geometric Duality Theorem with Economic Applications," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 34(1), pages 19-24.
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    Cited by:

    1. Stanislaus Maier-Paape & Qiji Jim Zhu, 2018. "A General Framework for Portfolio Theory—Part I: Theory and Various Models," Risks, MDPI, vol. 6(2), pages 1-35, May.
    2. Júdice, Pedro & Zhu, Qiji Jim, 2021. "Bank balance sheet risk allocation," Journal of Banking & Finance, Elsevier, vol. 133(C).
    3. Stanislaus Maier-Paape & Qiji Jim Zhu, 2017. "A General Framework for Portfolio Theory. Part I: theory and various models," Papers 1710.04579, arXiv.org.

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