Invex functions and duality. (English) Zbl 0565.90064

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.


90C30 Nonlinear programming
49M37 Numerical methods based on nonlinear programming
49N15 Duality theory (optimization)
26B25 Convexity of real functions of several variables, generalizations