Journal of the Korean Mathematical Society (대한수학회지)

Korean Mathematical Society (대한수학회)
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INVEXITY AS NECESSARY OPTIMALITY CONDITION IN NONSMOOTH PROGRAMS

  • Sach, Pham-Huu (Institute of Mathematics) ;
  • Kim, Do-Sang (Department of Applied Mathematics Pukyong National University) ;
  • Lee, Gue-Myung (Department of Applied Mathematics Pukyong National University)
  • Published : 2006.03.01
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Abstract

This paper gives conditions under which necessary optimality conditions in a locally Lipschitz program can be expressed as the invexity of the active constraint functions or the type I invexity of the objective function and the constraint functions on the feasible set of the program. The results are nonsmooth extensions of those of Hanson and Mond obtained earlier in differentiable case.

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References

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