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Invexity and generalized convexity. (English) Zbl 0731.26009

A differentiable function \(f:{\mathbb{R}}^ n\to {\mathbb{R}}\) is said to be invex if there exists a function \(\eta (y,x)\in {\mathbb{R}}^ n\) such that, for all \(y,x\in {\mathbb{R}}^ n\) \[ f(y)-f(x)\geq \eta (y,x)^ t\nabla f(x). \] Various extensions of such functions including pseudo- and quasi-invex have been defined and their relationship to each other and other generalizations of convexity have been studied. For the non- differentiable case, f is said to be pre-invex if \[ f(x+t\eta (y,x))\leq tf(y)+(1-t)f(x),\quad 0\leq t\leq 1. \] This comprehensive paper brings together many of these scattered results which are then studied, compared, and extended. Some definitions that are introduced include \(\eta\)-invex subsets, pseudo and quasi-pre-invex functions. One very minor correction. Reference 2 should be to the Journal, not the Bulletin, of the Australian Mathematical Society.
Reviewer: B.Mond (Bundoora)

MSC:

26B25 Convexity of real functions of several variables, generalizations
90C30 Nonlinear programming
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References:

[1] Avriel Diewert, Generalized concavity (1988)
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