Nonsmooth invexity

Author:

Reiland Thomas W.

Abstract

The concept of invexity is extended to nondifferentiable functions. Characterisations of nonsmooth invexity are derived as well as results in unconstrained and constrained optimisation and duality. The principal analytic tool is the generalised gradient of Clarke for Lipschitz functions.

Publisher

Cambridge University Press (CUP)

Subject

General Mathematics

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