A short elementary proof of the Lagrange multiplier theorem.

Olga Brezhneva Alexey Tret'yakov Stephen E. Wright

Published in: Optim. Lett. (2012)

Keyphrases

lagrange multipliers
interactive theorem proving
constrained optimization
cost function
linear program
objective function
rate distortion
lagrange multiplier method
search space
penalty function
neural network
linear programming
support vector regression