Invexity in multifunction optimization

Phạm Hữu Sách, B. D. Craven · Numerical Functional Analysis and Optimization · 1991

The concept of invex function is extended to arbitrary multifunctions, without requiring any differentiability property. Relations with the usual invexity for functions are established. For minimization of a vector multifunction objective, subject to a multiftmction inclusion constraint, necessary Lagrangian conditions are obtained, which become sufficient under invexity hypotheses.

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