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Approximating saddle points as equilibria of differential inclusions
Journal article   Open access  Peer reviewed

Approximating saddle points as equilibria of differential inclusions

Sjur D Flåm and Adi Ben-Israel
Journal of mathematical analysis and applications, Vol.141(1), pp.264-277
1989

Abstract

Motivated by nonlinear programming we study a process involving continuous adjustments of both primal and dual variables. Nonsmoothness in problem data or simple restrictions on variables make the velocity of the process possibly nonunique. The process obtained is shown to converge locally under strict monotonicity conditions. Examples are given in terms of augmented Lagrangians. The results are believed to provide a basis for the construction of algorithms.
url
https://doi.org/10.1016/0022-247X(89)90221-7View
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