On saddle points of a class of augmented Lagrangian functions

Qian Liu, Xinmin Yang, Heung Wing, Heung Wing Joseph Lee

Research output: Journal article publicationJournal articleAcademic researchpeer-review

4 Citations (Scopus)

Abstract

For constrained nonconvex optimization, we first show that under second-order sufficient conditions, a class of augmented Lagrangian functions possess local saddle points, and then prove that global saddle points of these augmented Lagrangian functions exist under certain mild additional conditions.
Original languageEnglish
Pages (from-to)693-700
Number of pages8
JournalJournal of Industrial and Management Optimization
Volume3
Issue number4
DOIs
Publication statusPublished - 1 Jan 2007

Keywords

  • Augmented Lagrangian function
  • Nonconvex optimization
  • Saddle point

ASJC Scopus subject areas

  • Business and International Management
  • Strategy and Management
  • Control and Optimization
  • Applied Mathematics

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