Abstract
The existence of a saddle point in nonconvex constrained optimization problems is considered in this paper. We show that, under some mild conditions, the existence of a saddle point can be ensured in an equivalent p-th power formulation for a general class of nonconvex constrained optimization problems. This result expands considerably the class of optimization problems where a saddle point exists and thus enlarges the family of nonconvex problems that can be solved by dual-search methods.
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Li, D., Sun, X.L. Existence of a Saddle Point in Nonconvex Constrained Optimization. Journal of Global Optimization 21, 39–50 (2001). https://doi.org/10.1023/A:1017970111378
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DOI: https://doi.org/10.1023/A:1017970111378