Existence of a Saddle Point in Nonconvex Constrained Optimization |
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| Authors: | D Li X L Sun |
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| Institution: | (1) Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Shatin, NT, Hong Kong;(2) Department of Mathematics, Shanghai University, Baoshan, Shanghai, 200436, P.R. China |
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| Abstract: | The existence of a saddle point in nonconvex constrained optimization problems is considered in this paper. We show that, under some mild conditions, the existence of a saddle point can be ensured in an equivalent p-th power formulation for a general class of nonconvex constrained optimization problems. This result expands considerably the class of optimization problems where a saddle point exists and thus enlarges the family of nonconvex problems that can be solved by dual-search methods. |
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| Keywords: | Nonconvex constrained optimization Saddle point Dual method p-th power formulation Global solution |
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