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Generalized convexity in non-regular programming problems with inequality-type constraints

  • Departamento de Economía
  • Area de Estadística e Investigación Operativa
  • Universidad del Bío-Bío
  • Departamento de Estadística e Investigación Operativa
  • University of Seville

Research output: Contribution to journal › Article › peer-review

7 Scopus citations

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 languageEnglish
Pages (from-to)604-613
Number of pages10
JournalJournal of Mathematical Analysis and Applications
Volume352
Issue number2
DOIs
StatePublished - 15 Apr 2009
Externally publishedYes

Keywords

  • Generalized convexity
  • KKT-invexity
  • Non-regular problem
  • Optimality conditions

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