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Subvexormal Functions and Subvex Functions

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Abstract

Subvexormal functions and subinvexormal functions are proposed, whose properties are shared commonly by most generalized convex functions and most generalized invex functions, respectively. A necessary and sufficient condition for a subvexormal function to be subinvexormal is given in the locally Lipschitz and regular case. Furthermore, subvex functions and subinvex functions are introduced. It is proved that the class of strictly subvex functions is equivalent to that of functions whose local minima are global and that, in the locally Lipschitz and regular case, both strongly subvex functions and strongly subinvex functions can be characterized as functions whose relatively stationary points (slight extension of stationary points) are global minima.

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Li, X.F., Dong, J.L. Subvexormal Functions and Subvex Functions. Journal of Optimization Theory and Applications 103, 675–704 (1999). https://doi.org/10.1023/A:1021744309992

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  • DOI: https://doi.org/10.1023/A:1021744309992

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