On the existence of a saddle value (Q2349839)

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On the existence of a saddle value
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    On the existence of a saddle value (English)
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    18 June 2015
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    The paper provides a characterization of the saddle value for a bifunction which is proper, convex, and lower semi-continuous in the first argument, as it is the Lagrangian associated with a convex program for a proper convex lower semi-continuous objective function and inequality constraint functions having the same properties. This characterization is achieved by the introduction of special directions of recession which are related to the ia-direction of recession used by \textit{E. Ernst} and \textit{M. Volle} [J. Optim. Theory Appl. 158, No. 3, 668--686 (2013; Zbl 1274.90260)]. As a special case it yields the Lagrangian duality result of a zero duality gap for consistent convex programs which was given by the latter authors.
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    bifunction
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    saddle value
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    convex programming
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    Lagrangian
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    Lagrangian duality
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    zero duality gap
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    direction of recession
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