Author:
Nie Jiawang,Yang Zi,Zhou Guangming
Abstract
AbstractThis paper studies the saddle point problem of polynomials. We give an algorithm for computing saddle points. It is based on solving Lasserre’s hierarchy of semidefinite relaxations. Under some genericity assumptions on defining polynomials, we show that: (i) if there exists a saddle point, our algorithm can get one by solving a finite hierarchy of Lasserre-type semidefinite relaxations; (ii) if there is no saddle point, our algorithm can detect its nonexistence.
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Analysis
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