On the analytical and numerical stability of critical Lagrange multipliers
    
    
  
  
  
      
      
      
        
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 45 (2005) no. 6, pp. 966-982
    
  
  
  
  
  
    
      
      
        
      
      
      
    Voir la notice de l'article provenant de la source Math-Net.Ru
            
              If the constraint qualification does not hold at a stationary point of a constrained optimization problem, then the corresponding Lagrange multiplier may not be unique. Moreover, in the set of multipliers, one can select special (so-called critical) multipliers possessing certain specific properties that are lacking in the other multipliers. In particular, it is the critical multipliers that are usually stable with respect to small perturbations, and it is the critical multipliers that attract trajectories of Newton's method as applied to the Lagrange system of equations. The present paper is devoted to an analysis of these issues.
            
            
            
          
        
      @article{ZVMMF_2005_45_6_a2,
     author = {A. F. Izmailov},
     title = {On the analytical and numerical stability of critical {Lagrange} multipliers},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {966--982},
     publisher = {mathdoc},
     volume = {45},
     number = {6},
     year = {2005},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2005_45_6_a2/}
}
                      
                      
                    TY - JOUR AU - A. F. Izmailov TI - On the analytical and numerical stability of critical Lagrange multipliers JO - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki PY - 2005 SP - 966 EP - 982 VL - 45 IS - 6 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZVMMF_2005_45_6_a2/ LA - ru ID - ZVMMF_2005_45_6_a2 ER -
A. F. Izmailov. On the analytical and numerical stability of critical Lagrange multipliers. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 45 (2005) no. 6, pp. 966-982. http://geodesic.mathdoc.fr/item/ZVMMF_2005_45_6_a2/
