Global invexity and duality in mathematical programming

Global invexity and duality in mathematical programming

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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:
Keywords: programming: mathematical
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. Result are given for differentiable, and for locally Lipschitz, functions.

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