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1. INTRODUCTION
For nonlinear programming problems, appropriate pseudo-convexity/quasi-
a number of duals have been suggested convexit assumptions.
among which the Wolfe dual [35,8] is
well known. In 1981, Hanson[39], The study of second order duality is
remarkably pointed out that the K-T significant due to the computational
sufficiency conditions lack invariance advantage over first order duality as it
in that the applicability of the provides tighter bounds for the value
conditions for any given problems of the objective function when
depends on the nature of the analytical approximations are used
formulation of the problem. Hanson [10,16,24].Mangasarian[12]
showed that the Kuhn-Tucker considered a nonlinear programming
necessary conditions are sufficient for problem and discussed second order
a minimum. duality under inclusion condition.
This property was generalized by Mond [14] was the first who present
Craven(1981)[40], to a property, called second order convexity. He also gave
K-invex, of a vector function in in [14] simpler conditions than
relation to a convex cone K .Also Mangasarian using a generalized form
necessary conditions and sufficient of convexity. which was later called
conditions have been obtained for a bonvexity by Bector and Chandra [2].
function to be K-invex. This leads to a Further, Jeyakumar [37,30] and Yang
new second order sufficient condition [24] discussed also second order
for a constrained minimum. Mangasarian type dual formulation
under ρ-convexity and generalized
While studying duality under representation conditions respectively.
generalized convexity, Mond and Weir In [20] Zhang and Mond established
[36] proposed a number of deferent some duality theorems for second-
duals for nonlinear programming order duality in nonlinear
problems with nonnegative variables programming under generalized
and proved various duality theorems second-order B-invexity, defined in
under their paper. In [14] it was shown that
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( z, z ;( z f ( z , w) zz f ( z , w) p, ))0 { f ( z, w) f ( z , w) pT zz f ( z , w) p}0
0 0 0 0 2 0
Definition 2.4:
The twice differentiable function and b : Rn Rn R n R if for any
f i over X is said to be second order
z R n for fixed w R n ,there exist a
( , ρ)-incave at z0 with respect to X , vector p R n and real number i ,
such that
1
{ f ( z, w) f ( z , w) pT zz f ( z , w) p}0 ( z, z ;( z f ( z , w) zz f ( z , w) p, ))0
0 2 0 0 0 0
Lemma 2.1:
(i) If f (., w) is ( , ρ)-invex and
g (., w) is ( , ρ)-incave, then p(., w) is Dual (SMD)
( , ρ)-pseudoinvex. Maximize (u, v, p )
1
(ii) If f (., w) is ( , ρ)-inccave and 1
g (., w) is ( , ρ)-invex, then p(., w) is { f (u, v) uT f (u, v) uT f (u, v) p p T f (u, v) p }
z zz 1 2 1 zz 1
( , ρ)-pseudoincave.
Subject to
3. Second order Wolfe type f (u, v) f (u, v) p 0
symmetric duality : z zz 1
We consider the following higher- v0 ;
order Mond-Weir type pair and prove
a weak duality theorem. Theorem 3.1:
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(I)
( z, u;( , )) uT uT ,
0 1 2 1 2
F ( z, u; ) uT uT 0, , Rn
0 1 2 1 2 1 2 and
1 (v, w;(1 2 , )) wT1 wT2 .
(II) Thereafter, we get
F1 (v, w;1 2 ) wT1 wT2 0,1 ,2 Rn 1 1
f ( z, w) pT ww f ( z, w) p f ( z, v) pT zz f (u, v) p
2 2
Then inf(SMP) Sup(SMD) .
Then inf(SMP) Sup(SMD) .
Proof:
Let b : Rn Rn Rn Rnn R The second strong duality theorem
1 f (u, v) 2 f (u, v) . can be developed on the lines of [6] in
z zz the view of the above theorem.
Then
( z, u;( , )) uT uT 0, 4. Mond-Weir type symmetric
0 1 2 1 2 duality in second-order:
We consider the following second
Which by the second order ( 0 , ρ)- order Mond-Weir type pair and prove
invexity of f (., w) at u yields, a weak duality theorem.
1 Primal (SMP)
f ( z, v) f (u, v) pT zz f (u, v) p ( z, u;( , )) Minimize (z, w, p)
2 0 1 2
-----------(1) 1
{ f ( z, w) wT w f ( z, w) wT ww f ( z, w) p pT ww f ( z, w) p}
Let, 1 w f ( z, w),2 ww f ( z, w) p 2
Subject to
1 (v, w;(1 2 , )) wT1 wT2 0
w f ( z, w) ww f ( z, w) p0
,
wT w f ( z, w) wT ww f ( z, w) p0 ,
which by the second order ( 1 , ρ)- z0 ;
incavity of f ( z,.) at w gives Dual (SMD)
1 Maximize (u, v, p )
f ( z, w) f ( z, v) pT ww f ( z, w) p1 (v, w;(1 2 , )) 1
2 1
---------- (2) { f (u, v) uT f (u, v) uT f (u, v) p p T f (u, v) p }
z zz 1 2 1 zz 1
0 1 2 z zz 1
------------(3) v0 ;
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where
1 square root term, Optimization 16
G(u, v, p1 ) {g (u, v) uT g (u, v) uT g (u, v) p p T g (u, v) p } (1985)653–662.
z zz 1 2 1 zz 1
[4] S. Chandra, A. Goyal, I. Husain, On
and symmetric duality in mathematical
1
H (u, v, p3 ) { f (u, v) uT f (u, v) uT f (u, v) p p T f (u, v) p } programming with F-convexity,
z zz 1 2 1 zz 1 Optimization 43(1998) 1–18.
[5] S. Chandra, I. Husain,
It is assumed that Re G 0 and Nondifferentiable symmetric dual
Re H 0 throughout the feasible programs, Bull.Austral. Math. Soc. 24
(1981) 295–307.
regions defined by the primal (SFP)
[6] S. Chandra, D. Prasad, Symmetric
and the dual problem (SFD). duality in multiobjective programming, J.
Austral. Math. Soc. (Ser. B) 35 (1993)
Lemma 2.1 above can be extended to 198–206.
the higher order and also next theorem [7] B.D. Craven, Lagrangian conditions
on the line of Mishra et.al. [23]. and quasiduality, Bull. Austral. Math. Soc.
16 (1977) 325–339.
6. Particular cases and remark in [8] W.S. Dorn, A symmetric dual theorem
applications for quadratic programs, J. Oper. Res.Soc.
(i) If we take, then this is an earlier Japan 2 (1960) 93–97.
work by Mishra et al. [6]. On the same [9] T.R. Gulati, I. Ahmad, I. Husain,
Second order symmetric duality with
condition if it is single objective and
generalized convexity, Opsearch 38
f is real and differential then this is an (2001)210–222.
earlier work [7] . [10] T.R. Gulati, I. Husain, A. Ahmed,
(ii) If we take, the function f to be real Multiobjective symmetric duality with
and differentiable and F0 F1 , then invexity, Bull. Austral. Math. Soc. 56
(1997)25–36.
this is an earlier work by Gulati and [11] D.S. Kim, Y.B. Yun, H. Kuk, Second
Ahmad [15]. order symmetric and self duality in
multiobjective programming, Appl. Math.
7. Acknowledgement Lett.10 (1997) 17–22.
Author is grateful to anonymous [12] O.L. Mangasarian, Second and higher
referee for their valuable suggestion. order duality in nonlinear programming, J.
Math. Anal. Appl. 51 (1975) 607–620.
[13] S.K.Mishra, Second order symmetric
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