Strengthened invex and perturbations

Strengthened invex and perturbations

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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: , ,
Abstract:

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.

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