Saddle-point problem
Reference work entry
DOI: https://doi.org/10.1007/1-4020-0611-X_915
For the mathematical-programming problem: Minimize f (x), subject to {gi(xv) ≤ bi}, the saddle-point problem is to find vectors xv0 and yv0 such that F (xv 0, yv) ≤ F (xv0, yv 0) ≤ F (x, yv 0), where F (x, yv) is the associated Lagrangian function, yv ≥ 0.Saddle-point of a function.
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