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Invex functions and duality

Published online by Cambridge University Press:  09 April 2009

B. D. Craven  and
B. M. Glover
B. D. Craven
Affiliation:
Department of MathematicsUniversity of MelbourneParkville, Victoria 3052, Australia
B. M. Glover
Affiliation:
Department of MathematicsUniversity of MelbourneParkville, Victoria 3052, Australia
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Abstract

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For both differentiable and nondifferentiable functions defined in abstract spaces we characterize the generalized convex property, here called cone-invexity, in terms of Lagrange multipliers. Several classes of such functions are given. In addition an extended Kuhn-Tucker type optimality condition and a duality result are obtained for quasidifferentiable programming problems.

MSC classification

Secondary: 90C30: Nonlinear programming
Type
Research Article
Information
Journal of the Australian Mathematical Society , Volume 39 , Issue 1 , August 1985 , pp. 1 - 20
Copyright
Copyright © Australian Mathematical Society 1985

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