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Global Invexity

Craven, B. D (2000) Global Invexity. RGMIA research report collection, 3 (4).

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Abstract

Global invexity is characterized by a condition which is independent of the scale function describing the invexity. Consequently, weak duality holds for the Wolfe, or Mond-Weir, dual problem when a sufficient invexity hypothesis is replaced by a suitable inequality condition. This holds exactly when the Wolfe dual is equivalent to the Lagrangian dual. Results are given for differentiable, and for locally Lipschitz functions.

Item Type: Article
Uncontrolled Keywords: invex, global, duality, saddlepoint
Subjects: FOR Classification > 0102 Applied Mathematics
FOR Classification > 0103 Numerical and Computational Mathematics
Collections > Research Group in Mathematical Inequalities and Applications (RGMIA)
Depositing User: Research Group in Mathematical Inequalities and Applications
Date Deposited: 19 Jul 2012 08:28
Last Modified: 19 Dec 2014 00:57
URI: http://vuir.vu.edu.au/id/eprint/17343
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