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Invex optimisation problems

Published online by Cambridge University Press:  17 April 2009

D.T. Luc
Affiliation:
Department of Mathematics, Faculty of Science University of Limoges Limoges, Cedex 87050, France
C. Malivert
Affiliation:
Department of Mathematics, Faculty of Science University of Limoges Limoges, Cedex 87050, France
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Abstract

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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.

Type
Research Article
Copyright
Copyright © Australian Mathematical Society 1992

References

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