Second- and higher-order generalised invexity and duality in mathematical programming
Saroj Kumar Padhan, C. Nahak
Abstract
Saroj Kumar Padhan, C. Nahak
Abstract
We have introduced the second- and higher-order generalised invex functions and applied it to mathematical programming problems. Also, we have established many duality relations (weak, strong and converse duality) between the non-linear primal problem and their corresponding second- and higher-order dual problems. By taking different examples, we have shown, that second-order duality gives tighter bound than first-order duality. It has also been observed that the higher-order duality gives tighter bound than first- and second-order duality.
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We have introduced the second- and higher-order generalised invex functions and applied it to mathematical programming problems. Also, we have established many duality relations (weak, strong and converse duality) between the non-linear primal problem and their corresponding second- and higher-order dual problems. By taking different examples, we have shown, that second-order duality gives tighter bound than first-order duality. It has also been observed that the higher-order duality gives tighter bound than first- and second-order duality.
Key concepts: Duality (order theory), Weak duality, Strong duality, Duality gap, Converse, Perturbation function, Wolfe duality, Mathematics