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Pseudo-duality and saddle points

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Abstract

Results associated with saddle-type stationary points are described. It is shown that barrier-type functions are pseudo-duals of generalized Lagrangian functions, while augmented Lagrangians are pseudo-duals of the regular Lagrangian function. An application of pseudo-duality to a min-max problem is illustrated, together with several other examples.

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References

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Authors and Affiliations

  1. Faculty of Industrial Engineering and Management, Technion, Haifa, Israel

    U. Passy (Professor) & S. Yutav (Lecturer)

Authors
  1. U. Passy
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  2. S. Yutav
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Communicated by M. Avriel

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Passy, U., Yutav, S. Pseudo-duality and saddle points. J Optim Theory Appl 33, 325–347 (1981). https://doi.org/10.1007/BF00935248

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  • DOI: https://doi.org/10.1007/BF00935248

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