Properties of saddle points for generalized augmented Lagrangian

Qian Liu (), Wan Tang and Xin Yang

Mathematical Methods of Operations Research, 2009, vol. 69, issue 1, 124 pages

Abstract: 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

Keywords: Augmented lagrangian; Saddle point; Second-order sufficient condition (search for similar items in EconPapers)
Date: 2009
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DOI: 10.1007/s00186-008-0213-1

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