A new method of solving nonlinear mathematical programming problems involving r-invex functions

摘要

A new approach to a solution of a nonlinear constrained mathematical programming problem involving r-invex functions with respect to the same function eta is introduced. An eta-approximated problem associated with an original nonlinear mathematical programming problem is presented that involves eta-approximated functions constituting the original problem. The equivalence between optima points for the original mathematical programming problem and its eta-approximated optimization problem is established under r-invexity assumption. (c) 2005 Elsevier Inc. All rights reserved.