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A general saddle point result for constrained optimization

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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.

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Author information

Authors and Affiliations

  1. Harvard University, Cambridge, Massachusetts, USA

    K. J. Arrow

  2. University of Chicago, Chicago, Illinois, USA

    F. J. Gould

  3. Rensselaer Polytechnic Institute, Troy, New York, USA

    S. M. Howe

Authors
  1. K. J. Arrow
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  2. F. J. Gould
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  3. S. M. Howe
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Additional information

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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Arrow, K.J., Gould, F.J. & Howe, S.M. A general saddle point result for constrained optimization. Mathematical Programming 5, 225–234 (1973). https://doi.org/10.1007/BF01580123

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  • DOI: https://doi.org/10.1007/BF01580123

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