Abstract
Convexity plays a very important role in optimization for establishing optimality conditions. Different works have shown that the convexity property can be replaced by a weaker notion, the invexity. In particular, for problems with inequality-type constraints, Martin defined a weaker notion of invexity, the Karush-Kuhn-Tucker-invexity (hereafter KKT-invexity), that is both necessary and sufficient to obtain Karush-Kuhn-Tucker-type optimality conditions. It is well known that for this result to hold the problem has to verify a constraint qualification, i.e., it must be regular or non-degenerate. In non-regular problems, the classical optimality conditions are totally inapplicable. Meaningful results were obtained for problems with inequality-type constraints by Izmailov. They are based on the 2-regularity condition of the constraints at a feasible point. In this work, we generalize Martin's result to non-regular problems by defining an analogous concept, the 2-KKT-invexity, and using the characterization of the tangent cone in the 2-regular case and the necessary optimality condition given by Izmailov.
| Original language | English |
|---|---|
| Pages (from-to) | 604-613 |
| Number of pages | 10 |
| Journal | Journal of Mathematical Analysis and Applications |
| Volume | 352 |
| Issue number | 2 |
| DOIs | |
| State | Published - 15 Apr 2009 |
| Externally published | Yes |
Keywords
- Generalized convexity
- KKT-invexity
- Non-regular problem
- Optimality conditions
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