Continuous-time optimization problems involving invex functions (Q860670): Difference between revisions

The authors study continuous-time nonlinear programming problem and show that the notion of Karush-Kuhn-Tucker (KKT) invexity, introduced by \textit{D. H. Martin} [J. Optimization Theory Appl. 47, 65--76 (1985; Zbl 0552.90077)] is a necessary and sufficient condition for a global optimality of a KKT point. It is also proved that Martins notion of weak duality invexity is a necessary and sufficient condition for weak duality.