Existence of a Saddle Point in Nonconvex Constrained Optimization

Authors:
D. Li;X. L. Sun
Affiliations:
Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Shatin, NT, Hong Kong (e-mail: dli@se.cuhk.edu.hk)/;Department of Mathematics, Shanghai University, Baoshan, Shanghai 200436, P.R. China
Venue:
Journal of Global Optimization
Year:
2001

Citing 3
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Abstract

The existence of a saddle point in nonconvex constrained optimization problems 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 problems. This result expands considerably the class of optimization problems where a saddle point exists and thus enlarges the family of nonconvex problems that can be solved by dual-search methods.