On the Existence of a Saddle Value

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Abstract

© 2014, Springer Science+Business Media New York. In this work, we achieve a complete characterization of the existence of a saddle value, for bifunctions which are convex, proper, and lower semi continuous in their first argument, by considering new suitably defined notions of special directions of recession. As special cases, we obtain some recent results of Lagrangian duality theory on zero duality gap for convex programs.
Original languageEnglish
Pages (from-to)785-792
JournalJournal of Optimization Theory and Applications
Volume165
Issue number3
DOIs
Publication statusPublished - 1 Jun 2015

Keywords

  • Convex programming
  • Lagrangian duality
  • Saddle value

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