Optimization with generalized invexity

Optimization with generalized invexity

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Article ID: iaor20061815
Country: United Kingdom
Volume: 54
Issue: 6
Start Page Number: 595
End Page Number: 603
Publication Date: Dec 2005
Journal: Optimization
Authors:
Keywords: invexity
Abstract:

Constrained optimization is studied, with nonsmooth (Lipschitz) functions in abstract spaces and cone-constraints. Some more general Lagrangian necessary conditions are obtained, using strict minimum and approximation methods. These conditions are sufficient for a minimum under generalized invex assumptions. A characterization is obtained for generalized invexity, generalizing a known result for differentiable functions. Generalized invexity happens exactly when the generalized Wolfe and Lagrangian dual problems coincide.

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