KKT Optimality Conditions and Nonsmooth Continuous Time Optimization Problems |
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| Authors: | S Nobakhtian M R Pouryayevali |
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| Institution: | 1. Department of Mathematics , University of Isfahan , Isfahan, Iran nobakht@math.ui.ac.ir;3. Department of Mathematics , University of Isfahan , Isfahan, Iran |
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| Abstract: | We introduce a concept of generalized invexity for the nonsmooth continuous time optimization problems, namely, the concept of Karush-Kuhn-Tucker (KKT) invexity. Then, we prove that this notion is necessary and sufficient for global optimality of a KKT point. We also extend the notion of weak-invexity for nonsmooth continuous time optimization problems. Further, we show that weak-invexity is a necessary and sufficient condition for weak duality. |
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| Keywords: | Continuous time optimization problems Duality Nonsmooth analysis Optimality conditions |
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