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Complex nonlinear programming: Duality with invexity and equivalent real programs

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Abstract

Necessary conditions for optimality in polyhedral-cone constrained nonlinear complex programs are shown to be sufficient under the assumption of a particular form of invexity. Duality results are thus extended for a Wolfe-type dual. The formulation of real programs equivalent to complex programs via generating matrices is presented.

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Authors and Affiliations

  1. Department of Mathematics, La Trobe University, Bundoora, Victoria, Australia

    I. Smart (Graduate Student) & B. Mond (Professor)

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  1. I. Smart
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  2. B. Mond
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Communicated by M. Avriel

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Smart, I., Mond, B. Complex nonlinear programming: Duality with invexity and equivalent real programs. J Optim Theory Appl 69, 469–488 (1991). https://doi.org/10.1007/BF00940685

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