2015•Facta Universitatis Series Mathematics and InformaticsOpen access

DUALITY IN INVEX PROGRAMMING PROBLEM IN HILBERT SPACE

S. Chatterjee, Rathindra Nath Mukherjee

Abstract

In this paper the concept of duality has been introduced for Invex Programming Problem in infinite dimensional Hilbert Spaces. A generalization of the concept of Wolfe-duality has been proposed for such class of problems. Some important theorems regarding the characterization of the dual problems have also been discussed.

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Available abstract

Key concepts: Duality (order theory), Mathematics, Hilbert space, Generalization, Perturbation function, Strong duality, Duality gap, Fenchel's duality theorem