Article ID: | iaor200962703 |
Country: | Germany |
Volume: | 69 |
Issue: | 1 |
Start Page Number: | 111 |
End Page Number: | 124 |
Publication Date: | Mar 2009 |
Journal: | Mathematical Methods of Operations Research |
Authors: | Liu Qian, Tang Wan Mei, Yang Xin Min |
Keywords: | lagrange multipliers |
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.