A General Saddle Point Result for Constrained Optimization,

Abstract

In the context of nonlinear programming theory, the existence of a saddle point of the Lagrangian function is known to be heavily dependent upon convexity properties of the underlying problem. In this work conditions are given under which, for a nonconcave (as well as concave) program, a quite general function P will possess a saddle point corresponding to the program solution. Specific realizations of the P function are modified Lagrangian expressions which have been previously discussed in the literature. (Author)

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1971
Accession Number
AD0733445

Entities

People

  • F. J. Gould
  • K. J. Arrow
  • S. M. Howe

Organizations

  • University of North Carolina at Chapel Hill

Tags

DTIC Thesaurus Topics

  • Computer Programming
  • Contracts
  • Cooperation
  • Lagrangian Functions
  • Literature
  • Mathematical Programming
  • Mathematics
  • Nonlinear Programming
  • Optimization

Fields of Study

  • Mathematics

Readers

  • Operations Research