Continuous-time optimization problems involving invex functions (Q860670)
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English | Continuous-time optimization problems involving invex functions |
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Continuous-time optimization problems involving invex functions (English)
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9 January 2007
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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.
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continuous-time nonlinear programming
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invexity
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KKT-conditions
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global optimality
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weak duality
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