Letter to the Editor—A Note on the “Fail-Safe” Properties of the “Generalized Lagrange Multiplier Method”
- 1 August 1965
- journal article
- Published by Institute for Operations Research and the Management Sciences (INFORMS) in Operations Research
- Vol. 13 (4) , 674-677
- https://doi.org/10.1287/opre.13.4.674
Abstract
This paper shows that the Lagrange multiplier method suggested by H. Everett does not have “Fail-Safe” properties when applied to simple situations with nonconvexity only in the functional. Although each Lagrange multiplier problem for these situations has immediate solutions no means of combining them to obtain a solution to any reasonable approximation appears to be visible.Keywords
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