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Nonsmooth invexity

Published online by Cambridge University Press:  17 April 2009

Thomas W. Reiland
Thomas W. Reiland
Affiliation:
Department of Statistics and Graduate Program in Operations Research, Box 8203, North Carolina State University, Raleigh, NC 27695-8203, United States of America
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Abstract

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The concept of invexity is extended to nondifferentiable functions. Characterisations of nonsmooth invexity are derived as well as results in unconstrained and constrained optimisation and duality. The principal analytic tool is the generalised gradient of Clarke for Lipschitz functions.

Type
Research Article
Information
Bulletin of the Australian Mathematical Society , Volume 42 , Issue 3 , December 1990 , pp. 437 - 446
Copyright
Copyright © Australian Mathematical Society 1990

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