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Properties of saddle points for generalized augmented Lagrangian

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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.

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Authors and Affiliations

  1. Department of Mathematics, Shandong Normal University, Jinan, China

    Qian Liu

  2. Department of Mathematics, Chongqing Normal University, Chongqing, China

    Wan Mei Tang & Xin Min Yang

Authors
  1. Qian Liu
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  2. Wan Mei Tang
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  3. Xin Min Yang
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Corresponding author

Correspondence to Qian Liu.

Additional information

This work was supported by the National Natural Science Foundation of China grants 10571106, 10471159.

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Liu, Q., Tang, W.M. & Yang, X.M. Properties of saddle points for generalized augmented Lagrangian. Math Meth Oper Res 69, 111–124 (2009). https://doi.org/10.1007/s00186-008-0213-1

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  • DOI: https://doi.org/10.1007/s00186-008-0213-1

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