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
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