Sharp增广拉格朗日函数的局部鞍点

Local Saddle Point of Sharp-augmented Lagrangian Function

对于约束优化问题,证明了局部鞍点就是局部最优解,利用泰勒展开公式证明了sharp增广拉格朗日函数在二阶充分性条件下,局部鞍点的存在性,从而保证了原问题和对偶问题的局部最优值相等.

With regard to constrained optimization problem, solution, the existence of local saddle point of sharp-augmented it is proved that local saddle point is local optimal Lagrangian function is proved under the sufficient condition of the second order by Taylor Expansion so that the local optimal value of the primitive problem is ensured to equal to that of dual problem.