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Lagrange multiplier rules for extremals in linear spaces

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Abstract

The aim of this paper is to formulate extremals in real, linear spaces, and to derive necessary conditions in the form of Lagrange multiplier rules for the extremals. Using a separation of intrinsic cores in real, linear spaces, the multiplier rules are proved under some conditions.

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Communicated by P. Varaiya

The author wishes to thank the referee for a number of valuable suggestions, particularly the proof of Theorem 3.1.

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Nagahisa, Y. Lagrange multiplier rules for extremals in linear spaces. J Optim Theory Appl 33, 223–240 (1981). https://doi.org/10.1007/BF00935548

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