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Acta Mathematica Vietnamica

ON A NECESSARY OPTIMALITY CONDITION WITH INVEXITY

icon-email HOANG XUAN PHU

Abstract

N. X. Ha and D. V. Luu presented in Bull. Austral. Math. Soc. 68 (2003) some su±cient conditions for invexity and a necessary optimality condition, in which invexity is used for ensuring the positivity of the Lagrange multiplier $\lambda$ corresponding to the objective function. We show that the necessary optimality condition is wrong and invexity is misplaced there. Although $\lambda > 0$ follows immediately from the so-called Jourani constraint qualification and no additional explanation is needed, they spent almost three pages to prove the sufficiency of this condition for an invexity property, and then almost one page to derive $\lambda > 0$ from the invexity property and an additional condition of Slater type, while the latter ones are strong enough to yield the Jourani constraint qualification. Moreover, the other two main sufficient conditions for invexity in the mentioned paper yield the Jourani constraint qualification.