A note on the existence of saddle points of p-th power Lagrangian for constrained nonconvex optimization

A note on the existence of saddle points of p-th power Lagrangian for constrained nonconvex optimization
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关于约束非凸优化p次方拉格朗日鞍点存在性的注解

DOI:
10.1080/02331934.2011.564620
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发表时间:
2012-11
期刊:
影响因子:
2.2
通讯作者:
H. Z. Luo
H. Z. Luo
中科院分区:
数学3区
文献类型:
--
作者:
H. X. Wu;H. Z. Luo

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相似文献

Li和Sun [D. Li和X.L.孙,非凸约束优化中鞍点的存在性,J.全局优化。21(2001),pp. 39- 50; D. Li和X.L.孙,非凸约束优化的凸化和p次幂重列鞍点的存在性,非线性分析。47(2001),pp. 5611- 5622],在二阶充分条件和原问题的全局解唯一且可行集是紧的附加条件下,给出了约束非凸优化的p次Lagrange函数的全局鞍点的存在性.在这篇文章中,它表明,可以得到相同的结果,在额外的假设下,不需要的可行集的紧性和原始问题的整体解的唯一性。
Li and Sun [D. Li and X.L. Sun, Existence of a saddle point in nonconvex constrained optimization, J. Global Optim. 21 (2001), pp. 39--50; D. Li and X.L. Sun, Convexification and existence of saddle point in a p-th-power reformulation for nonconvex constrained optimization, Nonlinear Anal. 47 (2001), pp. 5611--5622], present the existence of a global saddle point of the p-th power Lagrangian functions for constrained nonconvex optimization, under second-order sufficiency conditions and additional conditions that the feasible set is compact and the global solution of the primal problem is unique. In this article, it is shown that the same results can be obtained under additional assumptions that do not require the compactness of the feasible set and the uniqueness of global solution of the primal problem.
DOI: 10.1016/s0362-546x(01)00663-0
发表时间: 2001-08
影响因子: 1.4
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