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Second-Order Duality for Continuous Programming Containing Support Functions

Second-Order Duality for Continuous Programming Containing Support Functions
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摘要 A second-order dual problem is formulated for a class of continuous programming problem in which both objective and constrained functions contain support functions, hence it is nondifferentiable. Under second-order invexity and second-order pseudoinvexity, weak, strong and converse duality theorems are established for this pair of dual problems. Special cases are deduced and a pair of dual continuous problems with natural boundary values is constructed. A close relationship between duality results of our problems and those of the corresponding (static) nonlinear programming problem with support functions is briefly outlined. A second-order dual problem is formulated for a class of continuous programming problem in which both objective and constrained functions contain support functions, hence it is nondifferentiable. Under second-order invexity and second-order pseudoinvexity, weak, strong and converse duality theorems are established for this pair of dual problems. Special cases are deduced and a pair of dual continuous problems with natural boundary values is constructed. A close relationship between duality results of our problems and those of the corresponding (static) nonlinear programming problem with support functions is briefly outlined.
机构地区 不详
出处 《Applied Mathematics》 2010年第6期534-541,共8页 应用数学(英文)
关键词 Continuous PROGRAMMING SECOND-ORDER INVEXITY SECOND-ORDER PSEUDOINVEXITY SECOND-ORDER DUALITY Nonlinear PROGRAMMING Support Functions Natural Boundary VALUES Continuous Programming Second-Order Invexity Second-Order Pseudoinvexity Second-Order Duality Nonlinear Programming Support Functions Natural Boundary Values
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