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Optimality Conditions and Characterizations of the Solution Sets in Generalized Convex Problems and Variational Inequalities

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  • Vsevolod I. Ivanov

    (Technical University of Varna)

Abstract

We derive necessary and sufficient conditions for optimality of a problem with a pseudoconvex objective function, provided that a finite number of solutions are known. In particular, we see that the gradient of the objective function at every minimizer is a product of some positive function and the gradient of the objective function at another fixed minimizer. We apply this condition to provide several complete characterizations of the solution sets of set-constrained and inequality-constrained nonlinear programming problems with pseudoconvex and second-order pseudoconvex objective functions in terms of a known solution. Additionally, we characterize the solution sets of the Stampacchia and Minty variational inequalities with a pseudomonotone-star map, provided that some solution is known.

Suggested Citation

  • Vsevolod I. Ivanov, 2013. "Optimality Conditions and Characterizations of the Solution Sets in Generalized Convex Problems and Variational Inequalities," Journal of Optimization Theory and Applications, Springer, vol. 158(1), pages 65-84, July.
    • Handle: RePEc:spr:joptap:v:158:y:2013:i:1:d:10.1007_s10957-012-0243-y
    DOI: 10.1007/s10957-012-0243-y
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    References listed on IDEAS

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    1. J.P. Penot, 2003. "Characterization of Solution Sets of Quasiconvex Programs," Journal of Optimization Theory and Applications, Springer, vol. 117(3), pages 627-636, June.
    2. Ivan Ginchev & Vsevolod I. Ivanov, 2007. "Higher-order Pseudoconvex Functions," Lecture Notes in Economics and Mathematical Systems, in: Generalized Convexity and Related Topics, pages 247-264, Springer.
    3. V. Jeyakumar & G. M. Lee & N. Dinh, 2004. "Lagrange Multiplier Conditions Characterizing the Optimal Solution Sets of Cone-Constrained Convex Programs," Journal of Optimization Theory and Applications, Springer, vol. 123(1), pages 83-103, October.
    4. M. Bianchi & S. Schaible, 2000. "An Extension of Pseudolinear Functions and Variational Inequality Problems," Journal of Optimization Theory and Applications, Springer, vol. 104(1), pages 59-71, January.
    5. Z. L. Wu & S. Y. Wu, 2006. "Characterizations of the Solution Sets of Convex Programs and Variational Inequality Problems," Journal of Optimization Theory and Applications, Springer, vol. 130(2), pages 341-360, August.
    6. V. I. Ivanov, 2010. "Optimization and Variational Inequalities with Pseudoconvex Functions," Journal of Optimization Theory and Applications, Springer, vol. 146(3), pages 602-616, September.
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    Cited by:

    1. Vsevolod I. Ivanov, 2019. "Characterizations of Solution Sets of Differentiable Quasiconvex Programming Problems," Journal of Optimization Theory and Applications, Springer, vol. 181(1), pages 144-162, April.
    2. Satoshi Suzuki & Daishi Kuroiwa, 2015. "Characterizations of the solution set for quasiconvex programming in terms of Greenberg–Pierskalla subdifferential," Journal of Global Optimization, Springer, vol. 62(3), pages 431-441, July.
    3. Vsevolod I. Ivanov, 2020. "Characterization of Radially Lower Semicontinuous Pseudoconvex Functions," Journal of Optimization Theory and Applications, Springer, vol. 184(2), pages 368-383, February.
    4. Satoshi Suzuki, 2019. "Optimality Conditions and Constraint Qualifications for Quasiconvex Programming," Journal of Optimization Theory and Applications, Springer, vol. 183(3), pages 963-976, December.

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