...条件极值是多元函数微分学的重要组成部分, 它不仅在理论上有重要的应用, 而且在其它学科及... [gap=12584]key words】 Extremum,Conditional extreme value,Lagrange multiplier method,Gradient method, Application ...
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conditional extreme value VaR 条件极值VaR
Wenxue li put forward a sufficient condition of conditional extreme value with Lagrange function but his proof is wrong.
摘要李文学用拉格朗日函数提出求条件极值的充分条件,但他的证明却是错误的。
Wenxue Li put forward a sufficient condition of conditional extreme value with Lagrange function, but his proof is wrong.
李文学用拉格朗日函数提出求条件极值的充分条件,但他的证明却是错误的。
All know that most of the optimization of economic system can be converted into conditional extreme value problem which takes nonlinear operator or multi operator as constraints.
许多经济系统中的优化问题,可化为用单值非线性算子或多值算子形成约束条件的条件极值问题。
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