一类数学规划的最优性特征

Optimality Characteristics of a Class of Mathematical Programming

本文提出了一类新的广义凸规划,系间于HC—invex和KT—invex之间的一种类型。同时证明了Fritz—John型鞍点集合与全局最优点集相同的充要条件是SFJ—invex。

In this paper, a class of new generalized convex optimization, which is located in between HC-invex and KT-invex, is proposed. It is also proved that the necessary and sufficient condition for the set of Fritz—John type saddle points to coincide with the set of totally optimum points is SFJ—invex.