非光滑规划的Lagrange鞍点定理

Lagrange Saddle Point Theorem of Monsmooth Programming

本文所涉及的是一个带不等式约束的非凸非可微规划。在这类非光滑规划中,本文引进了Kuhn—Tucker向量及Lagrange鞍点的概念,研究了该非光滑问题的最优解的性质,并证明了在一定条件下,Lagrange鞍点定理成立。

Dealing with a non-convex and non-differentiable program with inequality constraints, the paper introduces the concepts of Kuhn-Tucker vectors and Lagrange saddle point, studies the optimal solution properties of such a nonsmooth program, and proves the existence of Lagrange saddle point theorem under certain condition.