Invex function
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A function f from Rn to R is an invex function if there exists a vector valued function g such that
for all x and u.
Invex functions were introduced by Hanson [1] as a generalization of convex functions. Hanson proves that a function is invex if and only if every stationary point is a global minimum.
References
- ^ M.A. Hanson, On sufficiency of the Kuhn–Tucker conditions, J. Math. Anal. Appl. 80 (1981), pp. 545–550.