Title of article :
Invexity and the Kuhn]Tucker Theorem
Author/Authors :
Morgan A. Hanson، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 1999
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
Journal title :
Journal of Mathematical Analysis and Applications