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
Descriptors:
Subject Categories:
- Operations Research