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Invex optimisation problems

Published online by Cambridge University Press:  17 April 2009

D.T. Luc
Department of Mathematics, Faculty of Science University of Limoges Limoges, Cedex 87050, France
C. Malivert
Department of Mathematics, Faculty of Science University of Limoges Limoges, Cedex 87050, France
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In this paper we extend the concept of invexity to set-valued maps and study vector optimisation problems with invex set-valued data. Necessary and sufficient optimality conditions are established in terms of contingent derivatives. Wolfe type dual problems are constructed via two recently developed approaches which guarantee the zero-gap duality property.

Research Article
Copyright © Australian Mathematical Society 1992


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