Title: Second- and higher-order generalised invexity and duality in mathematical programming

Authors: S.K. Padhan; C. Nahak

Addresses: Department of Mathematics, Veer Surendra Sai University of Technology, Burla, Sambalpur 768018, India ' Department of Mathematics, Indian Institute of Technology, Kharagpur 721302, India

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.

Keywords: second-order generalised invexity; higher-order generalised invexity; first-order duality; second-order duality; higher-order duality; mathematical programming.

DOI: 10.1504/IJMOR.2013.052459

International Journal of Mathematics in Operational Research, 2013 Vol.5 No.2, pp.170 - 182

Published online: 31 Mar 2014 *

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