Skip to main content

Generalized Convexity and Optimality Conditions in Scalar and Vector Optimization

  • Chapter
Handbook of Generalized Convexity and Generalized Monotonicity

Part of the book series: Nonconvex Optimization and Its Applications ((NOIA,volume 76))

  • 1888 Accesses

Abstract

In this chapter, the role of generalized convex functions in optimization is stressed. A particular attention is devoted to local-global properties, to optimality of stationary points and to sufficiency of first order necessary optimality conditions for scalar and vector problems. Despite of the numerous classes of generalized convex functions suggested in these last fifty years, we have limited ourselves to introduce and study those classes of scalar and vector functions which are more used in the literature.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 169.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 249.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 219.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Arrow K. J. and Enthoven A. C., Quasi-concave programming, Econometrica, 29, 1961, 779–800.

    MathSciNet  Google Scholar 

  2. Arrow K. J., Hurwicz L. and Uzawa H., Constraint qualifications in maximization problems, Nav.Res.Logist., 8, 1961, 175–191.

    MathSciNet  Google Scholar 

  3. Avriel M., Diewert W. E., Schaible S. and Zang I., Generalized concavity, Plenum Press, New York, 1988.

    Google Scholar 

  4. Bazaraa M.S and Shetty C.M., Foundations of optimization, Lect. Notes Econ. Math. Syst., 122, Springer-Verlag, 1976.

    Google Scholar 

  5. Bector C. R. and Singh C., B-vex functions, J. Optimization Theory Appl., 71, 1991, 237–253.

    Article  MathSciNet  Google Scholar 

  6. Bector C. R., Suneja S. K. and Lalitha C. S., Generalized B-vex functions and generalized B-vex programming, J. Optimization Theory Appl., 76, 1993, 561–576.

    Article  MathSciNet  Google Scholar 

  7. Ben-Israel A., Ben Tal A. and Charnes A., Necessary and sufficient conditions for a Pareto optimum in convex programming, Econometrica, 45, 1977, 811–820.

    MathSciNet  Google Scholar 

  8. Ben-Israel A. and Mond B., What is invexity?, J. Aust. Math. Soc.,Ser.B, 28, 1986, 1–19.

    MathSciNet  Google Scholar 

  9. Cambini A. and Martein L., A modified version of Martos’s algorithm for the linear fractional problem, Methods of Operations Research, 53, 1986, 33–44.

    MathSciNet  Google Scholar 

  10. Cambini A. and Martein L., Some optimality conditions in vector optimization, J.Inf. Optimization Sci., 10, 1989, 141–151.

    MathSciNet  Google Scholar 

  11. Cambini A. and Martein L., An approach to optimality conditions in vector and scalar optimization, in Mathematical modelling in Economics (Diewert W. E. et. al. Eds.), Springer Verlag, Berlin, 1993, 345–358.

    Google Scholar 

  12. Cambini A. and Martein L., On the existence of efficient points, Optimization, 28, 1994, 283–290.

    MathSciNet  Google Scholar 

  13. Cambini A. and Martein L., Generalized concavity and optimality conditions in vector and scalar optimization, “Generalized convexity” (Komlosi S. et al. Eds.), Lect. Notes Econom. Math. Syst., 405, Springer-Verlag, 1994, 337–357.

    Google Scholar 

  14. Cambini A., Martein L. and Cambini R., Some optimality conditions in multiobjective programming, Multicriteria Analysis (Climaco J., Ed.), Springer Verlag, 1997, 168–178.

    Google Scholar 

  15. Cambini, A. and Martein L., Generalized concavity in multiobjective programming, Generalized convexity, Generalized monotonicity (Crouzeix J. P. et al. Eds.), Nonconvex Optim. Appl., 27, Kluwer Academic Publishers, Dordrecht-Boston-London, 1998, 453–467.

    Google Scholar 

  16. Cambini A. and Martein L., On the pseudoconvexity of a quadratic fractional function, Optimization 51, 2002, 677–687.

    Article  MathSciNet  Google Scholar 

  17. Cambini A. and Martein L., Pseudolinearity in scalar and vector optimization, Rendiconti del Circolo Matematico di Palermo, Serie II, Suppl. 70, 2002, 135–153.

    MathSciNet  Google Scholar 

  18. Cambini R., Some new classes of generalized concave vector valued functions, Optimization, 36, 1996, 11–24.

    MATH  MathSciNet  Google Scholar 

  19. Cambini R., Composition theorems for generalized concave vector valued functions, J. Inf. Optimization Sci., 19, 133–150.

    Google Scholar 

  20. Cambini R., Generalized concavity and optimality conditions in vector optimization, Operations Research and its Applications ( Du D. Z. et al. Eds.), World Publishing Corporation, 1996, 172–180.

    Google Scholar 

  21. Cambini R., Generalized concavity for bicriteria functions, Generalized convexity, Generalized monotonicity (Crouzeix J. P. et al. Eds.), Nonconvex Optim. Appl., 27, Kluwer Academic Publishers, Dordrecht-Boston-London, 1998, 439–451.

    Google Scholar 

  22. Cambini R. and Martein L., First and second order characterizations of a class of pseudoconcave vector functions, Generalized convexity, Generalized monotonicity ( Hadjisavvas N. et al. Eds.), Lect. Notes Econom. Math. Syst., Springer, 502, 2001.

    Google Scholar 

  23. Castagnoli E. and Mazzoleni P., Towards a unified type of concavity, J. Inf. Optimization Sci., 10, 1989, 225–240.

    MathSciNet  Google Scholar 

  24. Chankong V. and Haimes Y.Y., Multiobjective decision making: theory and methodology, North-Holland, 1983.

    Google Scholar 

  25. Charnes A. and Cooper W. W., Programming with linear fractional functionals, Nav. Res. Logist., 9, 1962, 181–186.

    MathSciNet  Google Scholar 

  26. Chew K.L. and Choo E. U., Pseudolinearity and efficiency, Math. Prog., 28, 1984, 226–239

    MathSciNet  Google Scholar 

  27. Craven B. D., Duality for generalized convex fractional programs, Generalized Concavity in Optimization and Economics (Schaible S. and Ziemba W. T. Eds), Academic Press, 1981, 473–489.

    Google Scholar 

  28. Craven B. D., Invex functions and constrained local minima, Bull. Austral. Math. Soc., 24, 1981, 357–366.

    MATH  MathSciNet  Google Scholar 

  29. Craven B. D. and Glover B.M., Invex functions and duality, J. Aust. Math. Soc., Ser. A, 39, 1985, 1–20.

    MathSciNet  Google Scholar 

  30. Craven B. D., Fractional Programming, Sigma Ser. Appl. Math. 4, Heldermann Verlag, 1988.

    Google Scholar 

  31. Egudo R.R. and Mond B, Duality with generalized convexity, J. Aust. Math. Soc., Ser. B, 28, 1986, 10–21.

    MathSciNet  Google Scholar 

  32. Egudo R.R. and Hanson M.A., Multiobjective duality with invexity, J. Math. Anal. Appl., 126, 1987, 469–477.

    Article  MathSciNet  Google Scholar 

  33. Ellero A. and Moretti Tomasin E., A computational comparison between algorithms for linear fractional programming, J. Inf. Optimization Sci., 13, 1992, 343–362.

    MathSciNet  Google Scholar 

  34. Giorgi G. and Guerraggio A., Various types of nonsmooth invexity, J. Inf. Optimization Sci., 17, 1994, 137–150.

    MathSciNet  Google Scholar 

  35. Giorgi G. and Guerraggio A., Constraints qualifications in the invex case, J. Inf. Optimization Sci., 19, 1998, 373–384.

    MathSciNet  Google Scholar 

  36. Giorgi G. and Guerraggio A., The notion of invexity in vector optimization: smooth and nonsmooth case, Generalized convexity, Generalized monotonicity (Crouzeix J. P. et al. Eds.), Nonconvex Optim. Appl., 27, Kluwer Academic Publishers, Dordrecht-Boston-London, 1998, 389–405.

    Google Scholar 

  37. Giorgi G. and Molho E., Generalized invexity: relationships with generalized convexity and application to the optimality and duality conditions, Generalized Concavity for economic applications (Mazzoleni P. Ed.), Tecnoprint, Bologna, 1992, 53–70.

    Google Scholar 

  38. Hanson M.A., On sufficiency of the Kuhn-Tucker conditions, J. Math. Anal. Appl., 80, 1981, 545–550.

    Article  MATH  MathSciNet  Google Scholar 

  39. Hanson M.A. and Mond B., Further generalizations of convexity in mathematical programming, J. Inf. Optimization Sci., 3, 1982, 25–32.

    MathSciNet  Google Scholar 

  40. Hanson M.A. and Mond B., Convex transformable programming problems and invexity, J. Inf. Optimization Sci., 8, 1987, 201–207.

    MathSciNet  Google Scholar 

  41. Hanson M.A. and Rueda N. G., A sufficient condition for invexity, J. Math. Anal. Appl., 138, 1989, 193–198.

    Article  MathSciNet  Google Scholar 

  42. Jahn J., Mathematical vector optimization in partially ordered linear space, Verlag Peter Lang, 1986.

    Google Scholar 

  43. Jahn J. and Sach E., Generalized quasiconvex mappings and vector optimization, SIAM J. Control Optimization, 24, 1986, 306–322.

    Article  Google Scholar 

  44. Jahn J., Introduction to the theory of nonlinear optimization, Springer Verlag, Berlin, 1996.

    Google Scholar 

  45. Jeyakumar V., Strong and weak invexity in mathematical programming, Collection: Methods of Operations Research, 55, 1980, 109–125.

    MathSciNet  Google Scholar 

  46. Jeyakumar V. and Yang X. Q., On characterizing the solution sets of pseudolinear programs, J. Optimization Theory Appl., 87, 1995, 747–755.

    Article  MathSciNet  Google Scholar 

  47. Kaul R.N. and Kaur S., Generalizations of convex and related functions, Eur. J. Oper. Res., 9, 1982, 369–377.

    Article  MathSciNet  Google Scholar 

  48. Kaul R.N. and Kaur S., Optimality criteria in nonlinear programming involving nonconvex functions, J. Math. Anal. Appl., 105, 1985, 104–112.

    Article  MathSciNet  Google Scholar 

  49. Kaul R.N., Suneja S. K. and Lalitha C. S., Generalized nonsmooth invexity, J. Inf. Optimization Sci., 15, 1994, 1–17.

    MathSciNet  Google Scholar 

  50. Khanh P. Q., On necessary and sufficient conditions in vector optimization, J. Optimization Theory Appl., 63, 1989, 391–413.

    Article  MATH  MathSciNet  Google Scholar 

  51. Khanh P. Q., Invex-convexlike functions and duality, J. Optimization Theory Appl., 87, 1995, 141–165.

    MATH  MathSciNet  Google Scholar 

  52. Khanh P. Q., Sufficient optimality conditions and duality in vector optimization with invex-convexlike functions, J. Optimization Theory Appl., 87, 1995, 359–378.

    MATH  MathSciNet  Google Scholar 

  53. Kim D.S. and Lee G.M., Optimality conditions and duality theorems for multiobjective invex programs, J. Inf. Optimization Sci., 12, 1991, 235–242.

    Google Scholar 

  54. Komlosi S., First and second-order characterizations of pseudolinear functions, Eur. J. Oper. Res., 67, 1993, 278–286.

    MATH  Google Scholar 

  55. Kortanek K. O. and Evans J.P., Pseudoconcave programming and Lagrange regularity, Oper. Res., 15, 1967, 882–892.

    MathSciNet  Google Scholar 

  56. Kuhn H. W. and Tucker A. W., Nonlinear programming, Proceedings of the Second Berkeley Symposium in Mathematical Statistics and Probability (Neyman J. eds.), University of California Press, Berkeley, 1951, 481–492.

    Google Scholar 

  57. Lee G.M., Optimality conditions in multiobjective optimization problems, J. Inf. Optimization Sci., 13, 1992, 107–111.

    MATH  Google Scholar 

  58. Lee G.M., Nonsmooth invexity in multiple programming, J. Inf. Optimization Sci., 15, 1994, 127–136.

    MATH  Google Scholar 

  59. Li S. X., Quasiconcavity and nondominated solutions in multiobjective programming, J. Optimization Theory Appl., 88, 1996, 197–208.

    MATH  Google Scholar 

  60. Li X. F., Dong J. L. and Liu Q. H., Lipschitz B-vex functions and nonsmooth programming, J. Optimization Theory Appl., 93, 1997, 557–574.

    Article  MathSciNet  Google Scholar 

  61. Luc D. T., Connectedness of the efficient point set in quasiconcave vector maximization, J. Math. Anal. Appl., 122, 1987, 346–354.

    Article  MATH  MathSciNet  Google Scholar 

  62. Luc D.T., Theory of vector optimization, Springer-Verlag, Berlin, 1989.

    Google Scholar 

  63. Luc D. T., On three concepts of quasiconvexity in vector optimization, Acta Mat. Vietnam., 15, 1990, 3–9.

    MATH  Google Scholar 

  64. Luc D. T. and Schaible S., Efficiency and generalized concavity, J. Optimization Theory Appl., 94, 1997, 147–153.

    MathSciNet  Google Scholar 

  65. Mangasarian O.L., Nonlinear programming, McGraw-Hill, New York, 1969.

    Google Scholar 

  66. Martein L., Stationary points and necessary conditions in vector extremum problems, J. Inf. Optimization Sci., 10, 1989, 105–128.

    MATH  MathSciNet  Google Scholar 

  67. Martin D.H., The essence of invexity, J. Optimization Theory Appl., 47, 1985, 65–76.

    Article  MATH  Google Scholar 

  68. Martos B., Hyperbolic programming, Nav. Res. Logist., 11, 1960, 135–155.

    MathSciNet  Google Scholar 

  69. Martos B., Nonlinear programming Theory and Methods, North-Holland, Amsterdam, 1975.

    Google Scholar 

  70. Miettinen K., Nonlinear multiobjective optimization, Kluwer Academic Publishers, Dordrecht-Boston-London, 1999.

    Google Scholar 

  71. Mititelu S., Generalized invexities and global minimum properties, Balkan Journal of Geometry and its Applications, 2, 1997, 61–72.

    MATH  MathSciNet  Google Scholar 

  72. Mond B. and Weir T., Generalized concavity and Duality, Generalized Concavity in Optimization and Economics (Schaible S. and Ziemba W. T. Eds), Academic Press, 1981, 263–279.

    Google Scholar 

  73. Osuna-Gomez R., Rufian-Lizana A. and Ruiz-Canales P., Invex functions and generalized convexity in multiobjective programming, J. Optimization Theory Appl., 98, 1998, 651–661.

    MathSciNet  Google Scholar 

  74. Pini R., Invexity and generalized convexity, Optimization, 22, 1991, 513–525.

    MATH  MathSciNet  Google Scholar 

  75. Preda V., On duality with generalized convexity, Bull. U.M.I., 1991, 291–305.

    Google Scholar 

  76. Preda V., Stancu-Minasian I. M. and Batatorescu A., Optimality and duality in nonlinear programming involving semilocally preinvex and related functions, J. Inf. Optimization Sci., 17, 1996, 585–596.

    MathSciNet  Google Scholar 

  77. Preda V. and Stancu-Minasian I. M., Duality in multiple objective programming involving semilocally preinvex and related functions, Glasnik Matematicki, 32, 1997, 153–165.

    MathSciNet  Google Scholar 

  78. Rapcsak T., On pseudolinear functions, Eur. J. Oper. Res., 50, 1991, 353–360.

    Article  MATH  Google Scholar 

  79. Reiland T. W., Generalized invexity for nonsmooth vector-valued mappings, Numer. Funct. Anal. and Optimization, 10, 1989, 1191–1202.

    MathSciNet  Google Scholar 

  80. Reiland T. W., Nonsmooth invexity, Bull. Austral. Math. Soc., 42, 1990, 437–446.

    MATH  MathSciNet  Google Scholar 

  81. Rockafellar R. T., Convex Analysis, Princeton University Press, 1969.

    Google Scholar 

  82. Rueda N. G. and Hanson M.A., Optimalty criteria in mathematical programming involving generalized invexity, J. Math. Anal. Appl., 130, 1988, 375–385.

    Article  MathSciNet  Google Scholar 

  83. Ruiz-Canales P. and Rufian-Lizana A., A characterization of weakly efficient points, Math. Progr. 68, 1995, 205–212.

    MathSciNet  Google Scholar 

  84. Sawaragi, Y., Nakayama, H. and Tanino, T., Theory of multiobjective optimization, Academic Press, New York, 1985.

    Google Scholar 

  85. Singh C., Optimality conditions in multiobjective differentiable programming, J. Optimization Theory Appl., 53, 1987, 115–123.

    Article  MATH  Google Scholar 

  86. Schaible S. and Ziemba W.T. (Eds.), Generalized Concavity in Optimization and Economics, Academic Press, New York, 1981.

    Google Scholar 

  87. Schaible S., Fractional programming, Handbook of Global Optimization (Horst R. and Pardalos Eds.), Kluwer Academic Publishers, Dordrecht-Boston-London, 1995, 495–608.

    Google Scholar 

  88. Stadler W., A survey of multicriteria optimization or the vector maximum problem, Part I: 1776–1960, J. Optimization Theory Appl., 29, 1979, 1–52.

    Article  MATH  MathSciNet  Google Scholar 

  89. Stancu-Minasian I. M., Fractional Programming. Theory, Methods and Applications, Kluwer Academic Publishers, Dordrecht-Boston-London, 1997.

    Google Scholar 

  90. Suneja S. K., Singh C. and Bector C. R., Generalization of preinvex and B-vex functions, J. Optimization Theory Appl., 76, 1993, 577–587.

    Article  MathSciNet  Google Scholar 

  91. Tanaka T., Note on generalized convex functions, J. Optimization Theory Appl., 66, 1990, 345–349.

    Article  MATH  Google Scholar 

  92. Tanaka T., Generalized quasiconvexities, cone-saddle points, and minimax theorem for vector-valued functions, J. Optimization Theory Appl., 81, 1994, 355–377.

    Article  MATH  Google Scholar 

  93. Weir T. and Mond B., Pre-invex functions in multiple objective optimization, J. Math. Anal. Appl., 136, 1988, 29–38.

    Article  MathSciNet  Google Scholar 

  94. Yu P. L., Cone convexity, cone extreme points, and nondominated solutions in decision problems with multiobjectives, J. Optimization Theory Appl., 14, 1974, 319–377.

    MATH  MathSciNet  Google Scholar 

  95. Yu P.L., Multiple-criteria decision making, Plenum Press, New York, 1985.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2005 Springer Science + Business Media, Inc.

About this chapter

Cite this chapter

Alberto, C., Laura, M. (2005). Generalized Convexity and Optimality Conditions in Scalar and Vector Optimization. In: Hadjisavvas, N., Komlósi, S., Schaible, S. (eds) Handbook of Generalized Convexity and Generalized Monotonicity. Nonconvex Optimization and Its Applications, vol 76. Springer, New York, NY. https://doi.org/10.1007/0-387-23393-8_4

Download citation

Publish with us

Policies and ethics