Indian Journal of Industrial and Applied Mathematics
  • Year: 2019
  • Volume: 10
  • Issue: 1si

Second-order Characterization of Invex Functions and Its Applications in Optimization Problems

1University of Isfahan, Isfahan, 81745-163, Iran

2University of Isfahan and Sheikhbahaee University, Isfahan, Iran

*Corresponding author Email: jzaf@zafarani.ir

Abstract

We give a second-order characterization for invex functions by using the Clarke subdif-ferentials, analogous to the positive semidefinite property for convex functions. Furthermore, some applications of these characterizations in optimization problems are obtained.

Keywords

Invexity, Second-order characterization, Second-order optimality conditions, Clarke subdifferential, 47J05, 90C33