Invexity as necessary optimality condition in nonsmooth programs

Authors: Phạm Hữu Sách, Do Sang Kim, Gue Myung Lee,

https://doi.org/10.4134/JKMS.2006.43.2.241

Publisher, magazine: ,

Publication year: 2006

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Abstract

This paper gives conditions under which necessary optimality conditions in a locally Lipschitz program can be expressed as the invexity of the active constraint functions or the type I invexity of the objective function and the constraint functions on the feasible set of the program. The results are nonsmooth extensions of those of Hanson and Mond obtained earlier in differentiable case.

Tags: necessary optimality conditions;locally Lipschitz program;invexity;type I invexity;system of sublinear inequalities