On \((p,r)\)-invexity-type nonlinear programming problems. (Q5957157)

The concept of invexity was introduced into optimization theory by Hanson in 1981 as a very broad generalization of convexity. In particular this form of generalized convexity seems to be interesting to analyse a setting of optimization problems in which the Kuhn-Tucker (K-T) conditions are sufficient for optimality and Wolfe weak duality (WD) holds. In this paper the author proposes a new class of invex functions called \((p,r)\)-preinvex with respect a vectorial map \(\eta\), and their equivalent in the case of differentiability. Starting from this class of functions the author introduces new nonlinear programming problems called KT-\((p, r)\)-invex, WD-\((p,r)\)-invex and HC-\((p,r)\)-invex (where \(p\) and \(r\) are some real numbers). The most remarkable result obtained in the paper is that for these types of problems Kuhn-Tucker conditions are both necessary and sufficient for optimality. Moreover it is also shown that these \((p,r)\)-invexity type problems with \(r\neq 0\) are not sufficient for Wolfe weak duality. For the relationship between invex-type functions and optimization problem in which Kuhn-Tucker conditions are both necessary and sufficient for optimality and Wolfe Duality holds we refer the reader to \textit{M. Ferrara} [Rend. Semin. Mat. Messina, Ser. II 21, No. 6, 155--163 (1999; Zbl 1002.90042)] and \textit{G. Caristi}, \textit{M. Ferrara} and \textit{A. Stefanescu} [Lect. Notes Econ. Math. Syst. 502, 159--166 (2001; Zbl 1016.90075)].