KKT OPTIMALITY CONDITIONS AND NONSMOOTH CONTINUOUS TIME OPTIMIZATION PROBLEMS

被引：4

作者：

Nobakhtian, S. ^{[1
]}

Pouryayevali, M. R. ^{[1
]}

机构：

[1] Univ Isfahan, Dept Math, Esfahan, Iran

来源：

NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION | 2011年 / 32卷 / 11期

关键词：

Continuous time optimization problems; Duality; Nonsmooth analysis; Optimality conditions; DUALITY; SUFFICIENCY;

D O I：

10.1080/01630563.2011.592961

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We introduce a concept of generalized invexity for the nonsmooth continuous time optimization problems, namely, the concept of Karush-Kuhn-Tucker (KKT) invexity. Then, we prove that this notion is necessary and sufficient for global optimality of a KKT point. We also extend the notion of weak-invexity for nonsmooth continuous time optimization problems. Further, we show that weak-invexity is a necessary and sufficient condition for weak duality.

引用

页码：1175 / 1189

页数：15

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