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volume 6, issue 4, article 102, 2005.

Received 20 August, 2005;

accepted 07 September, 2005.

Communicated by:Th.M. Rassias

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Journal of Inequalities in Pure and Applied Mathematics

ON STRONGLY GENERALIZED PREINVEX FUNCTIONS

MUHAMMAD ASLAM NOOR AND KHALIDA INAYAT NOOR

Mathematics Department

COMSATS Institute of Information Technology Islamabad, Pakistan.

EMail:aslamnoor@comsats.edu.pk EMail:khalidainayat@comsats.edu.pk

c

2000Victoria University ISSN (electronic): 1443-5756 263-05

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On Strongly Generalized Preinvex Functions

Muhammad Aslam Noor and Khalida Inayat Noor

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Abstract

In this paper, we define and introduce some new concepts of stronglyϕ-preinvex (ϕ-invex) functions and stronglyϕη-monotone operators. We establish some new relationships among various concepts ofϕ-preinvex (ϕ-invex) functions. As special cases, one can obtain various new and known results from our results.

Results obtained in this paper can be viewed as refinement and improvement of previously known results.

2000 Mathematics Subject Classification:26D07, 26D10, 39B62.

Key words: Preinvex functions,η-monotone operators, Invex functions.

This research is supported by the Higher Education Commission, Pakistan, through grant No: 1-28/HEC/HRD/2005/90.

Contents

1 Introduction. . . 3 2 Preliminaries . . . 4 3 Main Results . . . 11

References

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On Strongly Generalized Preinvex Functions

Muhammad Aslam Noor and Khalida Inayat Noor

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1. Introduction

In recent years, several extensions and generalizations have been considered for classical convexity. A significant generalization of convex functions is that of invex functions introduced by Hanson [1]. Hanson’s initial result inspired a great deal of subsequent work which has greatly expanded the role and ap- plications of invexity in nonlinear optimization and other branches of pure and applied sciences. Weir and Mond [9] have studied the basic properties of the preinvex functions and their role in optimization. It is well-known that the prein- vex functions and invex sets may not be convex functions and convex sets. In recent years, these concepts and results have been investigated extensively in [2], [4], [6] – [9].

Equally important is another generalization of the convex function called the ϕ-convex function which was introduced and studied by Noor [3]. In particu- lar, these generalizations of the convex functions are quite different and do not contain each other. In this paper, we introduce and consider another class of nonconvex functions, which include these generalizations as special cases. This class of nonconvex functions is called the strongly ϕ-preinvex (ϕ-invex) func- tions. Several new concepts of ϕη-monotonicity are introduced. We establish the relationship between these classes and derive some new results. As special cases, one can obtain some new and correct versions of known results. Re- sults obtained in this paper present a refinement and improvement of previously known results.

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On Strongly Generalized Preinvex Functions

Muhammad Aslam Noor and Khalida Inayat Noor

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2. Preliminaries

Let K be a nonempty closed set in a real Hilbert space H.We denote byh·,·i andk · kthe inner product and norm respectively. LetF : K →H andη(·,·) : K × K → R be continuous functions. Let ϕ : K −→ R be a continuous function.

Definition 2.1 ([5]). Letu ∈K. Then the setK is said to beϕ-invex atuwith respect toη(·,·)andϕ(·), if

u+teη(v, u)∈K, ∀u, v ∈K, t∈[0,1].

K is said to be anϕ-invex set with respect toηandϕ, ifK isϕ-invex at each u ∈ K. The ϕ-invex set K is also called a ϕη-connected set. Note that the convex set withϕ= 0andη(v, u) = v−uis anϕ-invex set, but the converse is not true. For example, the set K = R− −12,12

is anϕ-invex set with respect toηandϕ= 0,where

η(v, u) =

( v−u, for v >0, u >0 or v <0, u <0 u−v, for v <0, u >0 or v <0, u <0.

It is clear thatK is not a convex set.

Remark 1.

(i) Ifϕ = 0,then the setKis called the invex (η-connected) set, see [2,4,9].

(ii) Ifη(v, u) = v−u,then the setK is called theϕ-convex set, see Noor [3].

(iii) Ifϕ = 0andη(v, u) = v−u,then the setK is called the convex set.

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On Strongly Generalized Preinvex Functions

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From now onwardK is a nonempty closedϕ-invex set inHwith respect to ϕandη(·,·), unless otherwise specified.

Definition 2.2. The function F on the ϕ-invex setK is said to be strongly ϕ- preinvex with respect toηandϕ,if there exists a constantµ >0such that

F(u+teη(v, u))≤(1−t)F(u) +tF(v)−µt(1−t)kη(v, u)k2,

∀u, v ∈K, t∈[0,1].

The function F is said to be strongly ϕ-preconcave if and only if −F is ϕ- preinvex. Note that every strongly convex function is a strongly ϕ-preinvex function, but the converse is not true.

Definition 2.3. The function F on the ϕ-invex set K is called strongly quasi ϕ-preinvex with respect toϕandη,if there exists a constantµ >0such that

F(u+teη(v, u))≤max{F(u), F(v)} −µt(1−t)kη(v, u)k2,

∀u, v ∈K, t∈[0,1].

Definition 2.4. The function F on the ϕ-invex set K is said to be logarithmic ϕ-preinvex with respect toϕandη,if there exists a constantµ >0such that

F(u+teη(v, u))≤(F(u))1−t(F(v))t−µt(1−t)kη(v, u)k2,

u, v ∈K, t∈[0,1], whereF(·)>0.

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On Strongly Generalized Preinvex Functions

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From the above definitions, we have

F(u+teη(v, u))≤(F(u))1−t(F(v))t−µt(1−t)kη(v, u)k2

≤(1−t)F(u) +tF(v)−µt(1−t)kη(v, u)k2

≤max{F(u), F(v)} −µt(1−t)kη(v, u)k2

<max{F(u), F(v)} −µt(1−t)kη(v, u)k2.

Fort= 1,Definitions2.2and2.4reduce to the following, which is mainly due to Noor and Noor [5].

Condition A.

F(u+eη(v, u))≤F(v), ∀u, v ∈K,

which plays an important part in studying the properties of theϕ-preinvex (ϕ- invex) functions.

Forϕ= 0,ConditionAreduces to the following for preinvex functions Condition B.

F(u+η(v, u))≤F(v), ∀u, v ∈K.

For the applications of ConditionB, see [2,4,7,8].

Definition 2.5. The differentiable functionF on theϕ-invex setK is said to be a stronglyϕ-invex function with respect toϕandη(·,·), if there exists a constant µ > 0such that

F(v)−F(u)≥ hFϕ0(u), η(v, u)i+µkη(v, u)k2, ∀u, v ∈K,

where Fϕ0(u) is the differential of F at u in the direction ofv −u ∈ K. Note that forϕ = 0,we obtain the original definition of strongly invexity.

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On Strongly Generalized Preinvex Functions

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It is well known that the concepts of preinvex and invex functions play a significant role in mathematical programming and optimization theory, see [1]

– [9] and the references therein.

Remark 2. Note that forµ= 0,Definitions2.2–2.5reduce to the ones in [5].

Definition 2.6. An operatorT :K −→His said to be:

(i) stronglyη-monotone, iff there exists a constantα >0such that

hT u, η(v, u)i+hT v, η(u, v)i ≤ −α{kη(v, u)k2+kη(u, v)k2}, ∀u, v ∈K.

(ii) η-monotone, iff

hT u, η(v, u)i+hT v, η(u, v)i ≤0, ∀u, v ∈K.

(iii) stronglyη-pseudomonotone, iff there exists a constantν > 0such that hT u, η(v, u)i+νkη(v, u)k2 ≥0 =⇒ −hT v, η(u, v)i ≥0, ∀u, v ∈K.

(iv) strongly relaxedη-pseudomonotone, iff, there exists a constantµ >0such that

hT u, η(v, u)i ≥0 =⇒ −hT v, η(u, v)i+µkη(u, v)k2 ≥0, ∀u, v ∈K.

(v) strictlyη-monotone, iff,

hT u, η(v, u)i+hT v, η(u, v)i<0, ∀u, v ∈K.

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On Strongly Generalized Preinvex Functions

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(vi) η-pseudomonotone, iff,

hT u, η(v, u)i ≥0 =⇒ hT v, η(u, v)i ≤0, ∀u, v ∈K.

(vii) quasiη-monotone, iff,

hT u, η(v, u)i>0 =⇒ hT v, η(u, v)i ≤0, ∀u, v ∈K.

(viii) strictlyη-pseudomonotone, iff,

hT u, η(v, u)i ≥0 =⇒ hT v, η(u, v)i<0, ∀u, v ∈K.

Note forϕ = 0, ∀u, v ∈ K, theϕ-invex setK becomes an invex set. In this case, Definition 2.7 is exactly the same as in [4, 5, 6, 8]. In addition, if ϕ = 0 andη(v, u) = v−u,then theϕ-invex setK is the convex setK. This clearly shows that Definition2.7 is more general than and includes the ones in [4,5,6,7,8] as special cases.

Definition 2.7. A differentiable function F on an ϕ-invex setK is said to be strongly pseudoϕη-invex function, iff, there exists a constantµ >0such that

hFϕ0(u), η(v, u)i+µkη(u, v)k2 ≥0 =⇒F(v)−F(u)≥0, ∀u, v ∈K.

Definition 2.8. A differentiable function F on K is said to be strongly quasi ϕ-invex, if there exists a constantµ > 0such that

F(v)≤F(u) =⇒ hFϕ0(u), η(v, u)i+µkη(v, u)k2 ≤0, ∀u, v ∈K.

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On Strongly Generalized Preinvex Functions

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Definition 2.9. The functionF on the setK is said to be pseudoα-invex, if hFϕ0(u), η(v, u)i ≥0,=⇒F(v)≥F(u), ∀u, v ∈K.

Definition 2.10. A differentiable function F on the K is said to be quasi ϕ- invex, if such that

F(v)≤F(u) =⇒ hFϕ0(u), η(v, u)i ≤0, ∀u, v ∈K.

Note that if ϕ = 0,then theϕ-invex setK is exactly the invex setK and con- sequently Definitions2.8–2.10are exactly the same as in [6,7]. In particular, if ϕ = 0 and η(v, u) = −η(v, u),∀u, v ∈ K, that is, the function η(·,·) is skew-symmetric, then Definitions2.7–2.10reduce to the ones in [6,7,8]. This shows that the concepts introduced in this paper represent an improvement of the previously known ones. All the concepts defined above play important and fundamental parts in mathematical programming and optimization problems.

We also need the following assumption regarding the functionη(·,·),andϕ, which is due to Noor and Noor [5].

Condition C. Letη(·,·) :K×K −→Handϕsatisfy the assumptions η(u, u+teη(v, u)) =−tη(v, u)

η(v, u+teη(v, u)) = (1−t)η(v, u), ∀u, v ∈K, t∈[0,1].

Clearly for t = 0, we haveη(u, v) = 0, if and only ifu = v,∀u, v ∈ K. One can easily show [7,8] thatη(u+teη(v, u), u) =tη(v, u), ∀u, v ∈K.

Note that forϕ = 0,ConditionCcollapses to the following condition, which is due to Mohan and Neogy [2].

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On Strongly Generalized Preinvex Functions

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Condition D. Letη(·,·) :K×K −→Hsatisfy the assumptions η(u, u+tη(v, u)) = −tη(v, u),

η(v, u+tη(v, u)) = (1−t)η(v, u), ∀u, v ∈K, t∈[0,1].

For applications of ConditionD, see [2], [4] – [8].

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3. Main Results

In this section, we consider some basic properties of strong ϕ-preinvex func- tions and stronglyϕ-invex functions on the invex setK.

Theorem 3.1. LetF be a differentiable function on theϕ-invex setKinH and let Condition Chold. Then the function F is a stronglyϕ-preinvex function if and only ifF is a stronglyϕ-invex function.

Proof. LetF be a stronglyϕ-preinvex function on the invex setK.Then there exists a functionη(·,·) :K×K −→Rand a constantµ >0such that

F(u+teη(v, u))≤(1−t)F(u) +tF(v)−t(1−t)µkη(v, u)k2, ∀u, v ∈K, which can be written as

F(v)−F(u)≥ F(u+teη(v, u))−F(u)

t + (1−t)µkη(v, u)k2. Lettingt−→0in the above inequality, we have

F(v)−F(u)≥ hFϕ0(u), η(v, u)i+µkη(v, u)k2, which implies thatF is a stronglyϕ-invex function.

Conversely, letF be a stronglyϕ-invex function on theϕ-invex functionK.

Then∀u, v ∈K, t ∈[0,1], vt =u+teη(v, u)∈Kand using ConditionC,

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we have

F(v)−F(u+teη(v, u))≥ hFϕ0(u+teη(v, u)), η(v, u+teη(v, u))i +µkη(v, u+teη(v, u))k2

= (1−t)hFϕ0(u+teη(v, u)), η(v, u)i +µ(1−t)2kη(v, u)k2. (3.1)

In a similar way, we have

F(u)−F(u+teη(v, u))≥ hFϕ0(u+teη(v, u)), η(u, u+teη(v, u)) +µkη(u, u+teη(v, u))k

=−thFϕ0(u+teη(v, u)), η(v, u))i+t2kη(v, u)k2. (3.2)

Multiplying (3.1) bytand (3.2) by(1−t)and adding the resultant, we have F(u+teη(v, u))≤(1−t)F(u) +tF(v)−µt(1−t)kη(v, u)k2, showing thatF is a stronglyϕ-preinvex function.

Theorem 3.2. Let F be differntiable on the ϕ-invex set K. Let Condition A and Condition Chold. ThenF is a stronglyϕ-invex function if and only if its differentialFϕ0 is stronglyϕη-monotone.

Proof. LetF be a stronglyϕ-invex function on theϕ-invex setK.Then (3.3) F(v)−F(u)≥ hFϕ0(u), η(v, u)i+µkη(v, u)k2, ∀u, v ∈K.

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Changing the role ofuandvin (3.3), we have

(3.4) F(u)−F(v)≥ hFϕ0(v), η(u, v)i+µkη(u, v)k2, ∀u, v ∈K.

Adding (3.3) and (3.4), we have

(3.5) hFϕ0(u), η(v, u)i+hFϕ0(v), η(u, v)i ≤ −µ{kη(v, u)k2+kη(u, v)k2}, which shows thatFϕ0 is stronglyϕη-monotone.

Conversely, letFϕ0 be stronglyϕη-monotone. From (3.5), we have (3.6) hFϕ0(v), η(u, v)i ≤ hFϕ0(u), η(v, u)i −µ{kη(v, u)k2+kη(u, v)k2}.

Since K is an ϕ-invex set, ∀u, v ∈ K, t ∈ [0,1] vt = u+teη(v, u) ∈ K.

Takingv =vtin (3.6) and using ConditionC, we have hFϕ0(vt), η(u, u+teη(v, u)i

≤ hFϕ0(u), η(u+teη(v, u), u)i −µ{kη(u+teη(v, u), u)k2 +kη(u, u+teη(v, u)k2}

=−thFϕ0(u), η(v, u)i −2t2µkη(v, u)k2, which implies that

(3.7) hFϕ0(vt), η(v, u)i ≥ hFϕ0(u), η(v, u)i+ 2µtkη(v, u)k2. Letg(t) =F(u+teη(v, u)).Then from (3.7), we have

g0(t) = hFϕ0(u+teη(v, u)), η(v, u)i

≥ hFϕ0(u), η(v, u)i+ 2µtkη(v, u)k2. (3.8)

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Integrating (3.8) between0and1, we have

g(1)−g(0)≥ hFϕ0(u), η(v, u)i+µkη(v, u)k2, that is,

F(u+eη(v, u))−F(u)≥ hF0(u), η(v, u)i+µkη(v, u)k2. By using ConditionA, we have

F(v)−F(u)≥ hFϕ0(u), η(v, u)i+µkη(v, u)k2, which shows thatF is a stronglyϕ-invex function on the invex setK.

From Theorem3.1and Theorem3.2, we have:

strongly ϕ-preinvex functions F =⇒ strongly ϕ-invex functions F =⇒ stronglyϕη-monotonicity of the differentialFϕ0 and conversely if ConditionsA andChold.

Forµ = 0,Theorems3.1and3.2reduce to the following results, which are mainly due to Noor and Noor [5].

Theorem 3.3. LetF be a differentiable function on theϕ-invex setKinH and let ConditionChold. Then the functionF is aϕ-preinvex function if and only ifF is aϕ-invex function.

Theorem 3.4. LetF be differentiable function and let ConditionChold. Then the functionF isϕ-preinvex (invex) function if and only if its differentialFϕ0 is ϕη-monotone.

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We now give a necessary condition for stronglyϕη-pseudo-invex function.

Theorem 3.5. LetFϕ0 be strongly relaxedϕη-pseudomonotone and Conditions AandChold. ThenF is stronglyϕη-pseudo-invex function.

Proof. LetFϕ0 be strongly relaxedϕη-pseudomonotone. Then,∀u, v ∈K, hFϕ0(u), η(v, u)i ≥0,

implies that

(3.9) −hFϕ0(v), η(u, v)i ≥αkη(u, v)k2.

Since K is an ϕ-invex set, ∀u, v ∈ K, t ∈ [0,1], vt = u +teη(v, u) ∈ K.

Takingv =vtin (3.9) and using ConditionC, we have

(3.10) hFϕ0(u+teη(v, u)), η(v, u)i ≥tαkη(v, u)k2. Let

g(t) = F(u+teη(v, u)), ∀u, v ∈K, t ∈[0,1].

Then, using (3.10), we have

g0(t) =hFϕ0(u+teη(v, u)), η(v, u)i ≥tαkη(v, u)k2. Integrating the above relation between0and1,we have

g(1)−g(0)≥ α

2kη(v, u)k2,

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that is,

F(u+eη(v, u))−F(u)≥ α

2kη(v, u)k2, which implies, using ConditionA,

F(v)−F(u)≥ α

2kη(v, u)k2, showing thatF is stronglyϕη-pseudo-invex function.

As special cases of Theorem3.5, we have the following:

Theorem 3.6. Let the differential Fϕ0(u)of a functionF(u)on theϕ-invex set K be ϕη-pseudomonotone. If Conditions A and C hold, then F is a pseudo ϕη-invex function.

Theorem 3.7. Let the differentialFϕ0(u)of a function F(u)on the invex setK be stronglyη-pseudomonotone. If ConditionsAandChold, thenF is a strongly pseudoη-invex function.

Theorem 3.8. Let the differentialFϕ0(u)of a function F(u)on the invex setK be stronglyη-pseudomonotone. If ConditionsBandDhold, thenF is a strongly pseudoη-invex function.

Theorem 3.9. Let the differentialFϕ0(u)of a function F(u)on the invex setK be η-pseudomonotone. If Conditions B andD hold, then F is a pseudo invex function.

Theorem 3.10. Let the differentialFϕ0(u)of a differentiableϕ-preinvex function F(u) be Lipschitz continuous on theϕ-invex set K with a constant β > 0.If

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On Strongly Generalized Preinvex Functions

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ConditionAholds, then

F(v)−F(u)≤ hFϕ0(u), η(v, u)i+β

2kη(v, u)k2, ∀u, v ∈K.

Proof. ∀u, v ∈ K, t∈ [0,1], u+teη(v, u) ∈K,sinceK is anϕ-invex set.

Now we consider the function

ϕ(t) = F(u+teη(v, u))−F(u)−thFϕ0(u), η(v, u)i.

from which it follows thatϕ(0) = 0and

(3.11) ϕ0(t) =hFϕ0(u+teη(v, u)), η(v, u)i − hFϕ0(u), η(v, u)i.

Integrating (3.10) between0and1,we have

ϕ(1) =F(u+eη(v, u))−F(u)− hFϕ0(u), η(v, u)i

≤ Z 1

0

0(t)|dt

= Z 1

0

hFϕ0(u+teη(v, u)), η(v, u)i − hFϕ0(u), η(v, u)i dt

≤β Z 1

0

tkη(v, u)k2dt= β

2kη(v, u)k2, which implies that

(3.12) F(u+eη(v, u))−F(u)≤ hFϕ0(u), η(v, u)i+ β

2kη(v, u)k2.

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from which, using ConditionA, we obtain

F(v)−F(u)≤ hFϕ0(u), η(v, u)i+β

2kη(v, u)k2.

Remark 3. Forη(v, u) = v−uandα(v, u) = 1,theα-invex setKbecomes a convex set and consequently Theorem3.10 reduces to the well known result in convexity.

Definition 3.1. The functionF is said to be sharply strongly pseudoϕ-preinvex, if there exists a constantµ >0such that

hFϕ0(u), η(v, u)i ≥0

=⇒F(v)≥F(v+teη(v, u))+µt(1−t)kη(v, u)k2, ∀u, v ∈K, t ∈[0,1].

Theorem 3.11. Let F be a sharply strong pseudo ϕ-preinvex function on K with a constantµ > 0.Then

−hFϕ0(v), η(v, u)i ≥µkη(v, u)k2, ∀u, v ∈K.

Proof. LetF be a sharply strongly pseudoϕ-preinvex function onK.Then F(v)≥F(v+teη(v, u)) +µt(1−t)kη(v, u)k2,∀u, v ∈K, t∈[0,1].

from which we have

F(v+teη(v, u))−F(v)

t +µ(1−t)kη(v, u)k2 ≤0.

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On Strongly Generalized Preinvex Functions

Muhammad Aslam Noor and Khalida Inayat Noor

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J. Ineq. Pure and Appl. Math. 6(4) Art. 102, 2005

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Taking the limit in the above inequality, ast−→0,we have

−hFϕ0(v), η(v, u)i ≥µkη(v, u)k2, the required result.

(20)

On Strongly Generalized Preinvex Functions

Muhammad Aslam Noor and Khalida Inayat Noor

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JJ II

J I

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J. Ineq. Pure and Appl. Math. 6(4) Art. 102, 2005

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References

[1] M.A. HANSON, On sufficiency of the Kuhn-Tucker conditions, J. Math.

Anal. Appl., 80 (1981), 545–550.

[2] S.R. MOHANANDS.K. NEOGY, On invex sets and preinvex functions, J.

Math. Anal. Appl., 189 (1995), 901–908.

[3] M. ASLAM NOOR, Some new classes of nonconvex functions, Nonl.

Funct. Anal. Appl., 12 (2006).

[4] M. ASLAM NOOR AND K. INAYAT NOOR, Some characterization of strongly preinvex functions, J. Math. Anal. Appl., (2006).

[5] M. ASLAM NOOR AND K. INAYAT NOOR, Generalized preinvex func- tions and their properties, J. Appl. Math. Stochastic Anal., 2005 (2005).

[6] G. RUIZ-GARZION, R. OSUNA-GOMEZANDA. RUFIAN-LIZAN, Gen- eralized invex monotonicity, European J. Oper. Research, 144 (2003), 501–

512.

[7] X.M. YANG, X.Q. YANG AND K.L. TEO, Criteria for generalized invex monotonicities, European J. Oper. Research, xxx (2004).

[8] X.M. YANG, X.Q. YANG AND K.L. TEO, Generalized invexity and gen- eralized invariant monotonicity, J. Optim. Theory Appl., 117 (2003), 607–

625.

[9] T. WEIR AND B. MOND, Preinvex functions in multiobjective optimiza- tion, J. Math. Anal. Appl., 136 (1988), 29–38.

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