Encyclopedia of Operations Research and Management Science

2001 Edition
| Editors: Saul I. Gass, Carl M. Harris

Saddle-point problem

  • Saul I. Gass
  • Carl M. Harris
Reference work entry
DOI: https://doi.org/10.1007/1-4020-0611-X_915

For the mathematical-programming problem: Minimize f (x), subject to {gi(xv) ≤ bi}, the saddle-point problem is to find vectors xv0 and yv0 such that F (xv 0, yv) ≤ F (xv0, yv 0) ≤ F (x, yv 0), where F (x, yv) is the associated Lagrangian function, yv ≥ 0. Saddle-point of a function.

Copyright information

© Kluwer Academic Publishers 2001

Authors and Affiliations

  • Saul I. Gass
    • 1
  • Carl M. Harris
    • 2
  1. 1.Robert H. Smith School of BusinessUniversity of MarylandCollege PartUSA
  2. 2.School of Information Technology & EngineeringGeorge Mason UniversityFairfaxUSA