On the existence of a saddle value
Bonenti, F. (Università degli Studi di Brescia. Dipartimento di Economia e Management)
Martínez Legaz, Juan Enrique (Universitat Autònoma de Barcelona. Departament d'Economia i d'Història Econòmica)
Date: |
2015 |
Abstract: |
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. |
Grants: |
Ministerio de Ciencia e Innovación MTM2011-29064-C03-01
|
Note: |
Altres ajuts: Australian Research Council DP140103213 |
Rights: |
Tots els drets reservats. |
Language: |
Anglès |
Document: |
Article ; recerca ; Versió acceptada per publicar |
Subject: |
Saddle value ;
Lagrangian duality ;
Convex programming |
Published in: |
Journal of optimization theory and applications, Vol. 165, Núm. 3 (2015) , P. 785-792, ISSN 1573-2878 |
DOI: 10.1007/s10957-014-0665-9
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Record created 2018-01-24, last modified 2022-09-03