| Title:
|
A second order $\eta $-approximation method for constrained optimization problems involving second order invex functions (English) |
| Author:
|
Antczak, Tadeusz |
| Language:
|
English |
| Journal:
|
Applications of Mathematics |
| ISSN:
|
0862-7940 (print) |
| ISSN:
|
1572-9109 (online) |
| Volume:
|
54 |
| Issue:
|
5 |
| Year:
|
2009 |
| Pages:
|
433-445 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
A new approach for obtaining the second order sufficient conditions for nonlinear mathematical programming problems which makes use of second order derivative is presented. In the so-called second order $\eta $-approximation method, an optimization problem associated with the original nonlinear programming problem is constructed that involves a second order $\eta $-approximation of both the objective function and the constraint function constituting the original problem. The equivalence between the nonlinear original mathematical programming problem and its associated second order $\eta $-approximated optimization problem is established under second order invexity assumption imposed on the functions constituting the original optimization problem. (English) |
| Keyword:
|
mathematical programming |
| Keyword:
|
second order $\eta $-approximated optimization problem |
| Keyword:
|
second order invex function |
| Keyword:
|
second order optimality conditions |
| MSC:
|
52A01 |
| MSC:
|
90C26 |
| MSC:
|
90C30 |
| MSC:
|
90C46 |
| idZBL:
|
Zbl 1212.90307 |
| idMR:
|
MR2545410 |
| DOI:
|
10.1007/s10492-009-0028-2 |
| . |
| Date available:
|
2010-07-20T13:20:49Z |
| Last updated:
|
2020-07-02 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/140377 |
| . |
| Reference:
|
[1] Antczak, T.: An $\eta $-approximation approach to nonlinear mathematical programming problems involving invex functions.Numer. Funct. Anal. Optimization 25 (2004), 423-438. MR 2106268, 10.1081/NFA-200042183 |
| Reference:
|
[2] Bazaraa, M. S., Sherali, H. D., Shetty, C. M.: Nonlinear Programming. Theory and Algorithms.John Wiley & Sons New York (1993). Zbl 0774.90075, MR 2218478 |
| Reference:
|
[3] Bector, C. R., Bector, B. K.: (Generalized)-bonvex functions and second order duality for a nonlinear programming problem.Congr. Numerantium 52 (1985), 37-52. |
| Reference:
|
[4] Bector, C. R., Bector, M. K.: On various duality theorems for second order duality in nonlinear programming.Cah. Cent. Etud. Rech. Opér. 28 (1986), 283-292. Zbl 0622.90068, MR 0885768 |
| Reference:
|
[5] Bector, C. R., Chandra, S.: Generalized bonvex functions and second order duality in mathematical programming.Res. Rep. 85-2 Department of Actuarial and Management Sciences, University of Manitoba Winnipeg (1985). |
| Reference:
|
[6] Bector, C. R., Chandra, S.: (Generalized) bonvexity and higher order duality for fractional programming.Opsearch 24 (1987), 143-154. Zbl 0638.90095, MR 0918321 |
| Reference:
|
[7] Ben-Israel, A., Mond, B.: What is invexity?.J. Aust. Math. Soc. Ser. B 28 (1986), 1-9. Zbl 0603.90119, MR 0846778, 10.1017/S0334270000005142 |
| Reference:
|
[8] Ben-Tal, A.: Second-order and related extremality conditions in nonlinear programming.J. Optimization Theory Appl. 31 (1980), 143-165. Zbl 0416.90062, MR 0600379, 10.1007/BF00934107 |
| Reference:
|
[9] Craven, B. D.: Invex functions and constrained local minima.Bull. Aust. Math. Soc. 24 (1981), 357-366. Zbl 0452.90066, MR 0647362, 10.1017/S0004972700004895 |
| Reference:
|
[10] Hanson, M. A.: On sufficiency of the Kuhn-Tucker conditions.J. Math. Anal. Appl. 80 (1981), 545-550. Zbl 0463.90080, MR 0614849, 10.1016/0022-247X(81)90123-2 |
| Reference:
|
[11] Mangasarian, O. L.: Nonlinear Programming.McGraw-Hill New York (1969). Zbl 0194.20201, MR 0252038 |
| Reference:
|
[12] Martin, D. H.: The essence of invexity.J. Optimization Theory Appl. 47 (1985), 65-76. Zbl 0552.90077, MR 0802390, 10.1007/BF00941316 |
| . |