A sufficient condition for invexity (Q1119475)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A sufficient condition for invexity
scientific article

    Statements

    A sufficient condition for invexity (English)
    0 references
    0 references
    0 references
    1989
    0 references
    The authors consider the problem \[ (1)\quad \min f(x);\quad g(x)\leq 0,\quad x\in X\subset {\mathbb{R}}^ n. \] Invexity at a point u is defined as the existence of a function \(\eta\) (.,.) such that for all x: \(f(x)- f(u)\geq \nabla f(u)^ t\eta (x,u)\). This is a generalization of convexity. Also if at a solution (u,\(\lambda)\) of the first order optimality system, the invexity relation holds for f and all components of g with the same \(\eta\), then u is a global solution of (1). In this paper the authors give sufficient conditions for invexity involving the gradients and lower bounds on the second order variation of the data. As no examples are given it is not easy to evaluate the effectiveness of their results.
    0 references
    optimality conditions
    0 references
    Invexity
    0 references
    sufficient conditions
    0 references
    gradients
    0 references
    second order variation
    0 references

    Identifiers