| Article ID: | iaor19972508 |
| Country: | Germany |
| Volume: | 43 |
| Issue: | 3 |
| Start Page Number: | 319 |
| End Page Number: | 336 |
| Publication Date: | May 1996 |
| Journal: | Mathematical Methods of Operations Research (Heidelberg) |
| Authors: | Craven B.D., Glover B.M., Luu D.V. |
If the strengthened invex property holds for a constrained minimization problem, then a Karush-Kuhn-Tucker point is a strict minimum. The strict minimum property is preserved under small perturbations of the problem. This allows sufficient conditions to be given for a minimax, starting from Karush-Kuhn-Tucker conditions. They extend to vector-valued minimax and to nonsmooth (Lipschitz) problems. An example is provided to illustrate the strengthened invex property, also a discussion of quadratic-linear (nonconvex) programming implication.