Modified Lagrangians in the constrained problem of finding a saddle point (Q1086169)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modified Lagrangians in the constrained problem of finding a saddle point |
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Modified Lagrangians in the constrained problem of finding a saddle point (English)
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1985
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The article considers a modified Lagrangian for the constrained problem of finding the saddle point. The properties of the Lagrangian are investigated; in particular, it is shown that, under certain conditions, the solution of the original problem can be reduced to one of finding the saddle points of the modified Lagrangian without constraints. Some numerical solution methods are proposed on this basis.
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modified Lagrangian
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constrained problem
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saddle point
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numerical solution methods
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