Saddle point and exact penalty representation for generalized proximal Lagrangians

@article{Zhou2012SaddlePA,
  title={Saddle point and exact penalty representation for generalized proximal Lagrangians},
  author={Jinchuan Zhou and Naihua Xiu and Changyu Wang},
  journal={J. Global Optimization},
  year={2012},
  volume={54},
  pages={669-687}
}
In this paper, we introduce a generalized proximal Lagrangian function for the constrained nonlinear programming problem and discuss existence of its saddle points. In particular, the local saddle point is obtained by using the second-order sufficient conditions, and the global saddle point is given without requiring compactness of constraint set and uniqueness of the optimal solution. Finally, we establish equivalent relationship between global saddle points and exact penalty representations. 

From This Paper

Topics from this paper.

References

Publications referenced by this paper.
Showing 1-10 of 26 references

Augmented Lagrange multiplier functions and duality in nonconvex programming

  • R. T. Rockafellar
  • SIAM J. Control Optim. 12, 268–285
  • 1974
Highly Influential
4 Excerpts

Lagrangian-type functions in constrained nonconvex optimization

  • A. M. Rubinov, X. Q. Yang
  • Kluwer, Massachusetts
  • 2003
1 Excerpt

Similar Papers

Loading similar papers…