SUFFICIENT OPTIMALITY CONDITIONS AND DUALITY IN VECTOR OPTIMIZATION WITH INVEX-CONVEXLIKE FUNCTIONS

被引:8
作者
KHANH, PQ
机构
[1] Department of Mathematics and Informatics, Hochiminh City University, Hochiminh City
关键词
INVEX-CONVEXLIKE FUNCTIONS; KUHN-TUCKER CONDITION; WOLFE DUALITY; MODIFIED MOND-WEIR DUALITY; COOPERATIVE DIFFERENTIAL GAMES; PONTRYAGIN MAXIMUM PRINCIPLE;
D O I
10.1007/BF02192569
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We prove the Kuhn-Tucker sufficient optimality condition, the Wolfe duality, and a modified Mond-Weir duality for vector optimization problems involving various types of invex-convexlike functions. The class of such functions contains many known generalized convex functions. As applications, we demonstrate that, under invex-convexlikeness assumptions, the Pontryagin maximum principle is a sufficient optimality condition for cooperative differential games. The Wolfe duality is established for these games.
引用
收藏
页码:359 / 378
页数:20
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