On the optimal solution of the “saddle point problem”

chairman William Mitchel
21 Jun 2016
14:30-15:30
XENIA HOTEL, PORTARIA

On the optimal solution of the “saddle point problem”

The “saddle point problem” is of great interest because of its many applications in Science, Technology, Economics, etc. So, its effective solution is most imperative. In this talk the optimal solution is presented for the first time.
The “saddle point problem” is stated as follows:

“Determine a vector [xT , yT]T ∈ ℝm+n , x ∈ ℝm , y ∈ ℝn , n ≤ m satisfying the equation below

equation

where Α ∈ ℝm×m is a nonsymmetric positive definite matrix, Β ∈ ℝm×n is rank deficient (rank(Β) = r < n), p ∈ ℝ m, q ∈ ℝ n and [p T , −q T ] T ∈ range(Α).”