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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
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Category: math
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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
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Date available: 2010-07-20T13:20:49Z
Last updated: 2020-07-02
Stable URL: http://hdl.handle.net/10338.dmlcz/140377
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