On the existence of saddle points for nonlinear second-order cone programming problems

Jinchuan Zhou, Jein Shan Chen

研究成果: 雜誌貢獻期刊論文同行評審

5 引文 斯高帕斯(Scopus)

摘要

In this paper, we study the existence of local and global saddle points for nonlinear second-order cone programming problems. The existence of local saddle points is developed by using the second-order sufficient conditions, in which a sigma-term is added to reflect the curvature of second-order cone. Furthermore, by dealing with the perturbation of the primal problem, we establish the existence of global saddle points, which can be applicable for the case of multiple optimal solutions. The close relationship between global saddle points and exact penalty representations are discussed as well.

原文英語
頁(從 - 到)459-480
頁數22
期刊Journal of Global Optimization
62
發行號3
DOIs
出版狀態已發佈 - 2015 十一月 6

ASJC Scopus subject areas

  • 電腦科學應用
  • 管理科學與經營研究
  • 控制和優化
  • 應用數學

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