Saddle point and exact penalty representation for generalized proximal Lagrangians

Jinchuan Zhou (), Naihua Xiu and Changyu Wang

Journal of Global Optimization, 2012, vol. 54, issue 4, 669-687

Abstract: In this paper, we introduce a generalized proximal Lagrangian function for the constrained nonlinear programming problem and discuss existence of its saddle points. In particular, the local saddle point is obtained by using the second-order sufficient conditions, and the global saddle point is given without requiring compactness of constraint set and uniqueness of the optimal solution. Finally, we establish equivalent relationship between global saddle points and exact penalty representations. Copyright Springer Science+Business Media, LLC. 2012

Keywords: Constrained nonlinear programming; Generalized proximal Lagrangian; Saddle points; Exact penalty representations; 90C26; 90C46 (search for similar items in EconPapers)
Date: 2012
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://hdl.handle.net/10.1007/s10898-011-9784-0 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jglopt:v:54:y:2012:i:4:p:669-687

Ordering information: This journal article can be ordered from
http://www.springer. ... search/journal/10898

DOI: 10.1007/s10898-011-9784-0

Access Statistics for this article

Journal of Global Optimization is currently edited by Sergiy Butenko

More articles in Journal of Global Optimization from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().