Properties of saddle points for generalized augmented Lagrangian

Properties of saddle points for generalized augmented Lagrangian

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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: , ,
Keywords: lagrange multipliers
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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