A general saddle point result for constrained optimization |
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| Authors: | K J Arrow F J Gould S M Howe |
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| Institution: | (1) Harvard University, Cambridge, Massachusetts, USA;(2) University of Chicago, Chicago, Illinois, USA;(3) Rensselaer Polytechnic Institute, Troy, New York, USA |
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| Abstract: | A saddle point theory in terms of extended Lagrangian functions is presented for nonconvex programs. The results parallel those for convex programs conjoined with the usual Lagrangian formulation.Sponsored in part by the Office of Naval Research under Grant No. N00014-67A-0298-0019 (NR047-004).Sponsored in part by the Office of Naval Research under Grant No. N00014-67A-0321-0003 (NR047-096). |
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