Journal of Optimization Theory and Applications

, Volume 35, Issue 4, pp 475–495 | Cite as

Optimality conditions using sum-convex approximations

  • H. Massam
Contributed Papers
  • 52 Downloads

Abstract

The purpose of this paper is to give necessary and sufficient conditions of optimality for a general mathematical programming problem, using not a linear approximation to the constraint function but an approximation possessing certain convexity properties. Such approximations are called sum-convex. Theorems of the alternative involving sum-convex functions are also presented as part of the proof.

Key Words

Mathematical programming convex approximations theorems of the alternative optimality conditions 

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Copyright information

© Plenum Publishing Corporation 1981

Authors and Affiliations

  • H. Massam
    • 1
  1. 1.Department of StatisticsUniversity of TorontoTorontoCanada

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