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Optimality conditions for a cone-convex programming problem

Published online by Cambridge University Press:  09 April 2009

Hélène M. Massam
Hélène M. Massam
Affiliation:
Department of MathematicsUniversity of Toronto, Toronto, Canada
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Abstract

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Optimality conditions without constraint qualifications are given for the convex programming problem: Maximize f(x) such that g(x) ∈ B, where f maps X into R and is concave, g maps X into Rm and is B-concave, X is a locally convex topological vector space and B is a closed convex cone containing no line. In the case when B is the nonnegative orthant, the results reduce to some of those obtained recently by Ben-Israel, Ben-Tal and Zlobec.

MSC classification

Secondary: 90C25: Convex programming
Type
Research Article
Information
Journal of the Australian Mathematical Society , Volume 27 , Issue 2 , March 1979 , pp. 141 - 162
Copyright
Copyright © Australian Mathematical Society 1979

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