Hi Thomas!



 tom:

it would still find the right directions because the structure of the problem min_x max_lambda L says we can minimize w.r.t. x and maximize w.r.t. lambda.


Thanks, you’re right.  I stand corrected.
See, for example, “Constrained Differential Optimization,” Platt
and Barr, 1988:
https://papers.nips.cc/paper/4-constrained-differential-optimization.pdf 39
Best.
K. Frank