(Ф₁,Ф₂)convexity

DOI10.1080/02331939708844303MaRDI QIDQ4338052zbMATH OpenOpenAlexFDO

Publication date 7 January 1998

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331939708844303

generalized convexity generalized monotonicity nonlinear programming optimality conditions optimization problems

Convexity of real functions of several variables, generalizations (26B25) Nonsmooth analysis (49J52) Inequalities and extremum problems involving convexity in convex geometry (52A40) Nonlinear programming (90C30)

Review text

Let \(F\) be a vector space of real-valued functions defined on a set \(D\subseteq \mathbb{R}^n\). A function \(f\in F\) is said to be \((\Phi_1,\Phi_2)\)-convex if \[ f(\Phi_1(x,y,\lambda))\leq \Phi_2(x,y,\lambda,f)\quad\text{for all }x,y\in D\quad\text{and }\lambda\in[0,1], \] where \(\Phi_1: D\times D\times [0,1]\to\mathbb{R}^n\) and \(\Phi_2:D\times D\times[0,1]\times F\to\mathbb{R}\) satisfy \[ \Phi_1(x,y,0)= y,\quad \Phi_1(x,x,\lambda)= x, \] \[ \Phi_2(x,y,0,f)= f(y),\quad\Phi_2(x,x,\lambda,f)= f(x)\text{ and }\Phi_2(x,y,\lambda, f)\leq\max\{f(x), f(y)\}, \] and \(\Phi_1\) is assumed to be continuous in its third argument. One says that \(D\) is \(\Phi_1\)-convex if \(\Phi_1(x,y,\lambda)\in D\) for all \(x,y\in D\) and \(\lambda\in[0,1]\). The authors analyze optimization problems whose objective functions and constraint sets satisfy generalized convexity conditions of the above type; in particular, they obtain optimality conditions and study properties of perturbation functions. An associated notion of generalized monotonicity is also introduced; in the differentiable case, generalized convexity of functions is related to the generalized monotonicity of their gradients.

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(Ф1,Ф2)convexity

(Ф₁,Ф₂)convexity