Many papers on both scalar and multiobjective optimization problems use the assumption that the objective and constraint functions are invex with respect to the same function η. In this note we characterize the finite families of functions for which this condition holds.
|Journal||Taiwanese Journal of Mathematics|
|Issue number||2 B|
|Publication status||Published - 1 Jan 2009|
- Gale's theorem of the alternative
- Invex function