Article ID: | iaor20033000 |
Country: | Singapore |
Volume: | 19 |
Issue: | 2 |
Start Page Number: | 169 |
End Page Number: | 175 |
Publication Date: | Nov 2002 |
Journal: | Asia-Pacific Journal of Operational Research |
Authors: | Craven B.D. |
Keywords: | programming: mathematical |
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. Result are given for differentiable, and for locally Lipschitz, functions.