Properties of saddle points for generalized augmented Lagrangian |
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Authors: | Qian Liu Wan Mei Tang Xin Min Yang |
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Institution: | (1) Department of Mathematics, Shandong Normal University, Jinan, China;(2) Department of Mathematics, Chongqing Normal University, Chongqing, China |
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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.
This work was supported by the National Natural Science Foundation of China grants 10571106, 10471159. |
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Keywords: | Augmented lagrangian Saddle point Second-order sufficient condition |
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