Abstract
This paper gives an algorithm for computing local saddle points for unconstrained polynomial optimization. It is based on optimality conditions and Lasserre’s hierarchy of semidefinite relaxations. It can determine the existence of local saddle points. When there are several different local saddle point values, the algorithm can get them from the smallest one to the largest one.
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Acknowledgements
The authors would like to thank the editors and anonymous referees for the valuable advice. Wenjie Zhao was supported by Postgraduate Scientific Research Innovation Project of Hunan Province (CX20210605). Guangming Zhou was supported by Natural Science Foundation of China (12071399) and Key Projects of Hunan Provincial Education Department (18A048).
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Zhao, W., Zhou, G. Local saddle points for unconstrained polynomial optimization. Comput Optim Appl 82, 89–106 (2022). https://doi.org/10.1007/s10589-022-00361-3
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DOI: https://doi.org/10.1007/s10589-022-00361-3