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: | Craven B.D. |
Keywords: | invexity |
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.