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The text of the book is divided into 8 chapters.   Chapter 1 contains the formulation of nonlinear programming problem and introduces the basic notions necessary in further parts of the book. Chapters 2 and 3 describe various approaches to generalization the notions of convex sets and functions. In this context invex sets, invex functions, quasi- and pseudoinvex functions, \\(V\\)-invex and univex functions as well as their modifications are defined. Both differentiable and non-differentiable generalizations are considered. Optimality conditions for multi-objective problems, fractional programming problems (both one-objective and multiobjective) and mathematical programming problems; under various types of generalized convexity are derived in Chapter 4. Chapter 5 deals with various approaches to duality theory for problems considered in Chapter 4. Especially Mond-Weir type duality and its generalization are considered. 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