Properties of saddle points for generalized augmented Lagrangian. (English) Zbl 1190.90267
Summary: For inequality constrained optimization problem, we show the existence of local saddle point of generalized augmented Lagrangian under weak second-order sufficient conditions which are weaker than the second-order sufficient conditions in the literature. We further discuss the existence of global saddle points without requiring the uniqueness of the global optimal solution.
MSC:
| 90C46 | Optimality conditions and duality in mathematical programming |
| 90C30 | Nonlinear programming |
Keywords:
second-order sufficient conditionReferences:
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