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On the optimality of some classes of invex problems

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Abstract

In this paper we define two notions: Kuhn–Tucker saddle point invex problem with inequality constraints and Mond–Weir weak duality invex one. We prove that a problem is Kuhn–Tucker saddle point invex if and only if every point, which satisfies Kuhn–Tucker optimality conditions forms together with the respective Lagrange multiplier a saddle point of the Lagrange function. We prove that a problem is Mond–Weir weak duality invex if and only if weak duality holds between the problem and its Mond–Weir dual one. Additionally, we obtain necessary and sufficient conditions, which ensure that strong duality holds between the problem with inequality constraints and its Wolfe dual. Connections with previously defined invexity notions are discussed.

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  1. Department of Mathematics, Technical University of Varna, 1 Studentska Str., 9010, Varna, Bulgaria

    Vsevolod I. Ivanov

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  1. Vsevolod I. Ivanov
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Correspondence to Vsevolod I. Ivanov.

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Ivanov, V.I. On the optimality of some classes of invex problems. Optim Lett 6, 43–54 (2012). https://doi.org/10.1007/s11590-010-0250-6

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  • DOI: https://doi.org/10.1007/s11590-010-0250-6

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