Second-order Kuhn-Tucker invex constrained problems

被引:14
|
作者
Ivanov, Vsevolod I. [1 ]
机构
[1] Tech Univ Varna, Dept Math, Varna 9010, Bulgaria
关键词
Global optimization; Invexity; Second-order Kuhn-Tucker invex problems; Pseudoconvex problems; GENERALIZED CONVEXITY; OPTIMALITY CONDITIONS; PROGRAMMING PROBLEMS; OPTIMIZATION;
D O I
10.1007/s10898-010-9610-0
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
A new notion of a second-order KT invex problem (P) with inequality constraints is introduced in this paper. This class of problems strictly includes the KT invex ones. Some properties of the second-order KT invex problems are presented. For example, (P) is second-order KT invex if and only if each point, which satisfies the second-order Kuhn-Tucker necessary optimality conditions, is a global minimizer. A problem with quasiconvex data is (second-order) KT invex if and only if it is (second-order) KT pseudoconvex.
引用
收藏
页码:519 / 529
页数:11
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