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Generalized invexity for nonsmooth vector-valued mappings. (English) Zbl 0679.90071
We define four types of invexity for Lipschitz vector-valued mappings from R p to R q that generalize previous definitions of invexity in the differentiable setting. After establishing relationships between the various definitions, we show the importance of the concept of nonsmooth invexity in the field of optimization. In particular, we obtain conditions sufficient for optimality in unconstrained and cone- constrained nondifferentiable programming that are weaker than previous conditions presented in the literature; we also obtain weak and strong duality results.
Reviewer: Th.W.Reiland
MSC:
90C31Sensitivity, stability, parametric optimization
49J52Nonsmooth analysis (other weak concepts of optimality)
26B25Convexity and generalizations (several real variables)
54C60Set-valued maps (general topology)
49N15Duality theory (optimization)