Accession Number:

AD0733445

Title:

A General Saddle Point Result for Constrained Optimization,

Descriptive Note:

Corporate Author:

NORTH CAROLINA UNIV CHAPEL HILL DEPT OF STATISTICS

Personal Author(s):

Report Date:

1971-09-01

Pagination or Media Count:

12.0

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

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE