On the existence of saddle points for nonlinear second-order cone programming problems

Jinchuan Zhou () and Jein-Shan Chen ()

Journal of Global Optimization, 2015, vol. 62, issue 3, 459-480

Abstract: In this paper, we study the existence of local and global saddle points for nonlinear second-order cone programming problems. The existence of local saddle points is developed by using the second-order sufficient conditions, in which a sigma-term is added to reflect the curvature of second-order cone. Furthermore, by dealing with the perturbation of the primal problem, we establish the existence of global saddle points, which can be applicable for the case of multiple optimal solutions. The close relationship between global saddle points and exact penalty representations are discussed as well. Copyright Springer Science+Business Media New York 2015

Keywords: Local and global saddle points; Second-order sufficient conditions; Augmented Lagrangian; Exact penalty representations; 90C26; 90C46 (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1007/s10898-014-0252-5

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