Global Invexity

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

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
URI https://vuir.vu.edu.au/id/eprint/17343
Subjects Historical > FOR Classification > 0102 Applied Mathematics
Historical > FOR Classification > 0103 Numerical and Computational Mathematics
Current > Collections > Research Group in Mathematical Inequalities and Applications (RGMIA)
Keywords invex, global, duality, saddlepoint
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