TITLE:
Second-Order Duality for Continuous Programming Containing Support Functions
AUTHORS:
Iqbal Husain, Mashoob Masoodi
KEYWORDS:
Continuous Programming, Second-Order Invexity, Second-Order Pseudoinvexity, Second-Order Duality, Nonlinear Programming, Support Functions, Natural Boundary Values
JOURNAL NAME:
Applied Mathematics,
Vol.1 No.6,
December
27,
2010
ABSTRACT: A second-order dual problem is formulated for a class of continuous programming problem in which both objective and constrained functions contain support functions, hence it is nondifferentiable. Under second-order invexity and second-order pseudoinvexity, weak, strong and converse duality theorems are established for this pair of dual problems. Special cases are deduced and a pair of dual continuous problems with natural boundary values is constructed. A close relationship between duality results of our problems and those of the corresponding (static) nonlinear programming problem with support functions is briefly outlined.