Generalized convexity in non-regular programming problems with inequality-type constraints

Hernandez-Jimenez, B; Rojas-Medar, MA; Osuna-Gomez, R; Beato-Moreno, A

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