Optimality Conditions and Duality for Nonsmooth Fractional Continuous‐Time Problems

Optimality Conditions and Duality for Nonsmooth Fractional Continuous‐Time Problems

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Article ID: iaor2012244
Volume: 152
Issue: 1
Start Page Number: 245
End Page Number: 255
Publication Date: Jan 2012
Journal: Journal of Optimization Theory and Applications
Authors: ,
Keywords: duality
Abstract:

In this paper, we consider a class of nonsmooth fractional continuous‐time problems. Optimality conditions under certain structure of generalized invexity are derived for this class. Subsequently, two parameter‐free dual models are formulated. Finally weak, strong, and strict converse duality theorems are proved in the framework of generalized invexity.

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