Invex functions and constrained local minima

Abstract

If a certain weakening of convexity holds for the objective and all constraint functions in a nonconvex constrained minimization problem, Hanson showed that the Kuhn-Tucker necessary conditions are sufficient for a minimum. This property is now generalized to a property, called K -invex, of a vector function in relation to a convex cone K . Necessary conditions and sufficient conditions are obtained for a function f to be K -invex. This leads to a new second order sufficient condition for a constrained minimum.

Locations

• Bulletin of the Australian Mathematical Society - View - PDF