Title:
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Saddle points criteria via a second order $\eta $-approximation approach for nonlinear mathematical programming involving second order invex functions (English) |
Author:
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Antczak, Tadeusz |
Language:
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English |
Journal:
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Kybernetika |
ISSN:
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0023-5954 |
Volume:
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47 |
Issue:
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2 |
Year:
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2011 |
Pages:
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222-240 |
Summary lang:
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English |
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Category:
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math |
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Summary:
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In this paper, by using the second order $\eta $-approximation method introduced by Antczak [3], new saddle point results are obtained for a nonlinear mathematical programming problem involving second order invex functions with respect to the same function $\eta $. Moreover, a second order $\eta $-saddle point and a second order $\eta $-Lagrange function are defined for the so-called second order $\eta $-approximated optimization problem constructed in this method. Then, the equivalence between an optimal solution in the original mathematical programming problem and a second order $\eta $-saddle point of the second order $\eta $ (English) |
Keyword:
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second order $\eta $-approximated optimization problem |
Keyword:
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second order $\eta $-saddle point |
Keyword:
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second order $\eta $-Lagrange function |
Keyword:
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second order invex function with respect to $\eta $ |
Keyword:
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second order optimality conditions |
MSC:
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90C26 |
MSC:
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90C46 |
idZBL:
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Zbl 1242.90171 |
idMR:
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MR2828574 |
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Date available:
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2011-06-06T14:55:03Z |
Last updated:
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2013-09-22 |
Stable URL:
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http://hdl.handle.net/10338.dmlcz/141569 |
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Reference:
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[1] Antczak, T.: An $\eta $-approximation approach to nonlinear mathematical programming involving invex functions.Numer. Funct. Anal. Optim. 25 (2004), 5–6, 423–438. MR 2106268, 10.1081/NFA-200042183 |
Reference:
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[2] Antczak, T.: Saddle points criteria in an $\eta $-approximation approach for nonlinear mathematical programming involving invex functions.J. Optim. Theory Appl. 132 (2007), 1, 71–87. MR 2303801, 10.1007/s10957-006-9069-9 |
Reference:
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[3] Antczak, T.: A modified objective function method in mathematical programming with second order invexity.Numer. Funct. Anal. Optim. 28 (2007), 1–2, 1–13. Zbl 1141.90538, MR 2302701, 10.1080/01630560701190265 |
Reference:
|
[4] Antczak, T.: A second order $\eta $-approximation method for constrained optimization problems involving second order invex functions.Appl. Math. 54 (2009), 433–445. Zbl 1212.90307, MR 2545410, 10.1007/s10492-009-0028-2 |
Reference:
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[5] Bazaraa, M. S., Sherali, H. D., Shetty, C. M.: Nonlinear Programming: Theory and Algorithms.John Wiley and Sons, New York 1991. MR 2218478 |
Reference:
|
[6] Bector, C. R., Bector, B. K.: (Generalized)-bonvex functions and second order duality for a nonlinear programming problem.Congr. Numer. 52 (1985), 37–52. |
Reference:
|
[7] Bector, C. R., Bector, B. K.: On various duality theorems for second order duality in nonlinear programming.Cahiers Centre Études Rech. Opér. 28 (1986), 283–292. Zbl 0622.90068, MR 0885768 |
Reference:
|
[8] Bector, C. R., Chandra, S.: Generalized Bonvex Functions and Second Order Duality in Mathematical Programming.Research Report No. 85-2, Department of Actuarial and Management Sciences, University of Manitoba, Winnepeg, Manitoba 1985. |
Reference:
|
[9] Ben-Tal, A.: Second-order and related extremality conditions in nonlinear programming.J. Optim. Theory Appl. 31 (1980), 2, 143–165. Zbl 0416.90062, MR 0600379, 10.1007/BF00934107 |
Reference:
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Reference:
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Reference:
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Reference:
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