Mathematics
M. Hestenes
tlooto Summary
The main purpose of this paper is to suggest a method for finding the minimum of a functionf(x) subject to the constraintg(x)=0, which consists of replacingf byF=f+λg+1/2cg2, and computing the appropriate value of the Lagrange multiplier.
Abstract
Abstract is not available.
Citation format
HESTENES, M. Multiplier and gradient methods. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1969, 4: 303–320.