BOUNDS FOR LAGRANGE MULTIPLIERS AND OPTIMAL POINTS

被引：7

作者：

HANSEN, ER ^{[1
]}

WALSTER, GW ^{[1
]}

机构：

[1] SUNPRO,MT VIEW,CA 94043

来源：

COMPUTERS & MATHEMATICS WITH APPLICATIONS | 1993年 / 25卷 / 10-11期

关键词：

D O I：

10.1016/0898-1221(93)90282-Z

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We describe two methods for use in constrained optimization problems. One method computes guaranteed bounds on both the Lagrange multipliers and on the location of the optimal points. The other method bounds the Lagrange multipliers only. Both methods provide bounds for perturbed problems. The methods can prove (in the presence of rounding) the existence or nonexistence of a solution in a given region.

引用

页码：59 / 69

页数：11

共 13 条

[1] GLOBAL OPTIMIZATION WITH DATA PERTURBATIONS [J].