Local Saddle Points Theory of a New Augmented Lagrangians
Wen Ling Zhao, Jing Zhang, Jinchuan Zhou
Abstract
Wen Ling Zhao, Jing Zhang, Jinchuan Zhou
Abstract
In connection with Problem (P) with both the equality constraints and inequality constraints, we introduce a new augmented lagrangian function. We establish the existence of local saddle point under the weaker sufficient second order condition, discuss the relationships between local optimal solution of the primal problem and local saddle point of the augmented lagrangian function.
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In connection with Problem (P) with both the equality constraints and inequality constraints, we introduce a new augmented lagrangian function. We establish the existence of local saddle point under the weaker sufficient second order condition, discuss the relationships between local optimal solution of the primal problem and local saddle point of the augmented lagrangian function.
Key concepts: Saddle point, Augmented Lagrangian method, Mathematics, Lagrangian, Saddle, Connection (principal bundle), Function (biology), Mathematical optimization