Generalized convexity in non-regular programming problems with inequality-type constraints
Abstract
Convexity plays a very important role in optimization for establishing optimality conditions. Different works have shown that the convexity property can be replaced by a weaker notion, the invexity. In particular, for problems with inequality-type constraints, Martin defined a weaker notion of invexity, the Karush-Kuhn-Tucker-invexity (hereafter KKT-invexity), that is both necessary and sufficient to obtain Karush-Kuhn-Tucker-type optimality conditions. It is well known that for this result to hold the problem has to verify a constraint qualification, i.e., it must be regular or non-degenerate. In non-regular problems, the classical optimality conditions are totally inapplicable. Meaningful results were obtained for problems with inequality-type constraints by Izmailov. They are based on the 2-regularity condition of the constraints at a feasible point. In this work, we generalize Martin's result to non-regular problems by defining an analogous concept, the 2-KKT-invexity, and using the characterization of the tangent cone in the 2-regular case and the necessary optimality condition given by Izmailov. © 2008 Elsevier Inc. All rights reserved.
Más información
Título según WOS: | Generalized convexity in non-regular programming problems with inequality-type constraints |
Título según SCOPUS: | Generalized convexity in non-regular programming problems with inequality-type constraints |
Título de la Revista: | JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS |
Volumen: | 352 |
Número: | 2 |
Editorial: | ACADEMIC PRESS INC ELSEVIER SCIENCE |
Fecha de publicación: | 2009 |
Página de inicio: | 604 |
Página final: | 613 |
Idioma: | English |
URL: | http://linkinghub.elsevier.com/retrieve/pii/S0022247X08010871 |
DOI: |
10.1016/j.jmaa.2008.11.013 |
Notas: | ISI, SCOPUS |