TY - JOUR
T1 - Generalized convexity in non-regular programming problems with inequality-type constraints
AU - Hernández-Jiménez, B.
AU - Rojas-Medar, M. A.
AU - Osuna-Gómez, R.
AU - Beato-Moreno, A.
PY - 2009/4/15
Y1 - 2009/4/15
N2 - 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.
AB - 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.
KW - Generalized convexity
KW - KKT-invexity
KW - Non-regular problem
KW - Optimality conditions
UR - https://www.scopus.com/pages/publications/57849154339
U2 - 10.1016/j.jmaa.2008.11.013
DO - 10.1016/j.jmaa.2008.11.013
M3 - Article
AN - SCOPUS:57849154339
SN - 0022-247X
VL - 352
SP - 604
EP - 613
JO - Journal of Mathematical Analysis and Applications
JF - Journal of Mathematical Analysis and Applications
IS - 2
ER -