Global Invexity
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Craven, Bruce Desmond (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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