Let F1,..., Fm+1 be real-valued functions defined over a space U. A sufficient condition for u0 to
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Let F1,..., Fm+1 be real-valued functions defined over a space U.
A sufficient condition for u0 to maximize Fm+1 subject to Fi(u) ≤ ci(i = 1,..., m)
is that it satisfies these side conditions, that it maximizes Fm+1(u) − ki Fi(u) for some constants ki ≥ 0, and that Fi(uo) = ci for those values i for which ki > 0.
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Related Book For
Testing Statistical Hypotheses Volume I
ISBN: 9783030705770
4th Edition
Authors: E.L. Lehmann, Joseph P. Romano
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