My question is that in general, is there a case where saddle point be the global max of a function? I am solving a game theory question which the optimal solution is the saddle point. Can I conclude that the optimal solution is at the boundaries?

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tennispopj8 · Accepted Answer

By definition, a saddle point is1. a local min in some directions and2. a local max in other directions at the same time.Since it is a local min in at least one direction, there are more optimal points for maximization. Ditto minimization from the other directions...

crossoverman9b · Accepted Answer

It is a common misunderstanding in optimization how a saddle point may be the optimal point. The saddle point that is the optimal solution is the saddle point for the Lagrange function   L  (  x  ,  u  ,  v  ), not the saddle point for the objective function itself.

My question is that in general, is there a case

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