Technical Note—A Note on Extended GLM

Published Online:https://doi.org/10.1287/opre.19.4.1079

This note presents a modification of some earlier work of Gould on nonlinear multiplier functions in generalized Lagrangian (penalty) formulations. The purpose of the modification is to present a generalized Lagrangian that is invariant under right-hand-side translations and that yields the usual economic interpretation for unused resource quantities at optimality.

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