Properties of saddle points for generalized augmented Lagrangian

For inequality constrained optimization problem, we show the existence of local saddle point of generalized augmented Lagrangian under weak second-order sufficient conditions which are weaker than the second-order sufficient conditions in the literature. We further discuss the existence of global saddle points without requiring the uniqueness of the global optimal solution. Copyright Springer-Verlag 2009

MoreLess

Year of publication:	2009
Authors:	Liu, Qian ; Tang, Wan ; Yang, Xin
Published in:	Mathematical Methods of Operations Research. - Springer. - Vol. 69.2009, 1, p. 111-124
Publisher:	Springer
Subject:	Augmented lagrangian \| Saddle point \| Second-order sufficient condition

More details

Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010950321