Optimality conditions using sum-convex approximations |
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Authors: | H. Massam |
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Affiliation: | (1) Department of Statistics, University of Toronto, Toronto, Canada |
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Abstract: | The purpose of this paper is to give necessary and sufficient conditions of optimality for a general mathematical programming problem, using not a linear approximation to the constraint function but an approximation possessing certain convexity properties. Such approximations are called sum-convex. Theorems of the alternative involving sum-convex functions are also presented as part of the proof.This work is part of the author's PhD Thesis under the supervision of Professor S. Zlobec at McGill University. |
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Keywords: | Mathematical programming convex approximations theorems of the alternative optimality conditions |
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