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Letter to the Editor—A Note on the “Fail-Safe” Properties of the “Generalized Lagrange Multiplier Method”

A. Charnes, W. W. Cooper

Operations Research · 1965 · Volume 13 · Issue 4

DOI: 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.

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