Existence of a saddle point in nonconvex constrained optimization

Authors
Citation
D. Li et Xl. Sun, Existence of a saddle point in nonconvex constrained optimization, J GLOB OPT, 21(1), 2001, pp. 39-50
Citations number
6
Categorie Soggetti
Engineering Mathematics
Journal title
JOURNAL OF GLOBAL OPTIMIZATION
ISSN journal
09255001 → ACNP
Volume
21
Issue
1
Year of publication
2001
Pages
39 - 50
Database
ISI
SICI code
0925-5001(200109)21:1<39:EOASPI>2.0.ZU;2-U
Abstract
The existence of a saddle point in nonconvex constrained optimization probl ems is considered in this paper. We show that, under some mild conditions, the existence of a saddle point can be ensured in an equivalent p-th power formulation for a general class of nonconvex constrained optimization probl ems. This result expands considerably the class of optimization problems wh ere a saddle point exists and thus enlarges the family of nonconvex problem s that can be solved by dual-search methods.