×

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.

MSC:

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