Title of article :
Invexity and the Kuhn]Tucker Theorem
Author/Authors :
Morgan A. Hanson، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 1999
Pages :
11
From page :
594
To page :
604
Abstract :
It is pointed out that Type 1 invex functions are the most general class of functions relevant to necessary and sufficient conditions for Kuhn]Tucker optimality in nonlinear programming. Linear programming duality is used to show an equivalence between the concept of invexity and the Kuhn]Tucker conditions for optimality. The invexity kernel h and the Lagrange multiplier y in the Kuhn]Tucker theory are dual variables. The Kuhn]Tucker conditions are necessary conditions for optimality provided that certain constraint qualifications apply. A particular result given here is that invexity in itself constitutes an appropriate constraint qualification
Journal title :
Journal of Mathematical Analysis and Applications
Serial Year :
1999
Journal title :
Journal of Mathematical Analysis and Applications
Record number :
932854
Link To Document :
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