Invexity and optimization (Q925207): Difference between revisions

This book, divided in eight chapters, studies the notion of invexity in optimization. Invex functions are a generalization of convex functions with important properties, such as that all stationary points are global minimisers, that make them useful in optimization. The first chapter provides an introduction to the book as well as introducing useful background theorems on optimization and convex functions. The second chapter introduces invex functions and outlines some of their important properties. This includes restrictive invexity and pointwise invexity and other generalizations of convexity beyond invexity. The next chapter concentrates on eta \(\eta\)-pseudolinearity. Pseudolinear functions are by definition invex, and a differentiable function \(f\) is \(\eta\)-pseudolinear if both \(f\) and \(-f\) are pseudo-invex with respect to the same \(\eta\). The fourth chapter further investigates possible extensions to the notion of invexity to nondifferentiable functions, and includes the study of preinvex functions and Lipschitz invex functions. The fifth chapter studies invexity in the context of nonlinear programming and optimization. Necessary and sufficient conditions for optimality are described and the dual problem is considered. This is followed by a chapter focussing on multiobjective programming. A series of useful theorems is presented, with proof, in these chapters. The next chapter studies variational and control problems that involve invexity. This is a very detailed chapter with over eighty theorems tackled and is divided into scalar and multiobjective problems. The last chapter looks at invexity with respect to quadratic functions, fractional functions and some types of nondifferentiable problems. The book concludes with a list of useful references and an index.