Optim Lett (2013) 7:647664 DOI 10.

1007/s11590-012-0447-y ORIGINAL PAPER

Higher-order cone-pseudoconvex, quasiconvex and other related functions in vector optimization

S. K. Suneja Pooja Louhan Meetu Bhatia Grover

Received: 26 January 2011 / Accepted: 11 January 2012 / Published online: 2 February 2012 Springer-Verlag 2012

Abstract Recently Bhatia (Optim. Lett. doi:10.1007/s11590-010-0248-0, 2010) introduced higher-order cone-convex functions and used them to obtain higher-order sufcient optimality conditions and duality results for a vector optimization problem over cones. The concepts of higher-order (strongly) cone-pseudoconvex and cone-quasiconvex functions were also dened by Bhatia (Optim. Lett. doi:10.1007/ s11590-010-0248-0, 2010). In this paper we introduce the notions of higher-order naturally cone-pseudoconvex, strictly cone-pseudoconvex and weakly cone-quasiconvex functions and study various interrelations between the above mentioned functions. Higher-order sufcient optimality conditions have been established by using these functions. Generalized MondWeir type higher-order dual is formulated and various duality results have been established under the conditions of higher-order strongly cone-pseudoconvexity and higher-order cone quasiconvexity. Keywords Vector optimization Cones Higher-order (naturally, strictly) cone-pseudoconvexity Higher-order weakly cone-quasiconvexity Optimality Duality Mathematics Subject Classication (2000) 90C25 90C46 90C30

S. K. Suneja M. B. Grover Department of Mathematics, Miranda House, University of Delhi, New Delhi 110 007, India S. K. Suneja e-mail: surjeetsuneja@gmail.com M. B. Grover e-mail: bhatia.meetu@gmail.com P. Louhan (B ) Department of Mathematics, University of Delhi, New Delhi 110 007, India e-mail: poojalouhan@gmail.com

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1 Introduction The eld of multiobjective programming also known as vector optimization has grown remarkably in different directions in the setting of pareto optimality, game theory, equilibria and variational inequalities as can be seen in [7] and [17]. It has been enriched by the applications of convexity and its various generalizations as convex functions play a very important role in vector optimization. Convex functions and generalized convex functions have a wide range of applications in the eld of economics, engineering, management and optimization. Various generalizations of convex functions have been considered in literature. Weir et al. [22] gave the definition of cone-convex function. Cambini [5] introduced several classes of concave vector-valued functions which are possible extensions of scalar generalized concavity using the order relations generated by a cone or the interior of a cone or a cone without origin. Suneja et al. [21] dened second-order cone-convex, pseudoconvex, strongly pseudoconvex and quasiconvex functions. Mangasarian [14] introduced second and higher-order duality for a nonlinear programming problem. After that second and higher-order duality has been discussed by many authors. Mond [15] proved the second-order duality results for a nonlinear program established by Mangasarian [14] under different and less complicated assumptions and also gave duality results for a pair of second-order symmetric dual problems. Bector et al. [1] introduced four models of second-order duality for a minimax problem and established duality theorems for each of them under generalized binvexity assumptions. Egudo and Hanson [8] used second-order invexity conditions to formulate second-order duality for multiobjective programming problem. Hanson [11] introduced second-order type 1 functions and applied them to study second-order duality in mathematical programming. Srivastava and Govil [18] dened second-order ( F , , )-type I functions and their generalizations and formulated second-order dual for a multiobjective nonlinear programming problem and Suneja et al. [21] established the second-order duality in vector optimization problem over cones. Chen [6] formulated MondWeir type and Gulati and Gupta [10] Wolfe type higher-order symmetric dual pairs for nondifferentiable multiobjective programming problems and established duality results. Yang et al. [23] studied the higher-order duality in nondifferentiable multiobjective mathematical programming problem and Suneja et al. [20] introduced a new class of higher-order ( F , , )-type I functions and used them to discuss higher-order duality in multiobjective fractional programming with support functions. The study of second and higher-order duality is significant due to the computational advantage over the rst-order duality as it provides tighter bounds for the value of the objective function when approximations are used. Recently Bhatia [3] obtained higher-order sufcient optimality conditions and duality results for a vector optimization problem over cones by dening higher-order coneconvex functions. In this paper we dene higher-order naturally cone-pseudoconvex, strictly cone-pseudoconvex and weakly cone-quasiconvex functions and study their relations with higher-order (strongly) cone-pseudoconvex and cone-quasiconvex functions introduced by Bhatia [3]. Kuhn and Tucker [13] and Geoffrion [9] introduced the concept of proper efciency which was later generalized to cones by Borwein [4] and Benson [2]. We have discussed the relation between the strong minimum and Benson

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proper minimum of a vector optimization problem over cones with example. Higherorder sufcient optimality conditions for weak minimum, minimum, Benson proper minimum and strong minimum are established using the above mentioned functions. Generalized MondWeir type higher-order dual is formulated and various duality results have been established using higher-order strongly cone-pseudoconvex function and higher-order cone-quasiconvex function. We have also proved duality results for the higher-order dual considered by Bhatia [3] under the conditions of higher-order (strictly) cone-pseudoconvexity and higher-order cone quasiconvexity. In this paper we give a constraint qualication which is weaker than Slater type constraint qualication considered by Bhatia [3] and Suneja et al. [21] and used it to prove the Strong Duality result. 2 Notations and definitions Let K Rm be a closed convex pointed cone with vertex at origin and int K = , where int K denotes the interior of K . The positive dual cone K + and the strict positive dual cone K s + of K are dened as follows: K + = { y Rm : x T y 0, for all x K }, and K s + = { y Rm : x T y > 0, for all x K \0}. Let S be a non-empty open subset of Rn and f : S Rm , H : S Rn Rm be vector-valued differentiable functions, where f = ( f 1 , f 2 , . . . , f m )T and H = ( H1 , H2 , . . . , Hm )T . On the lines of Suneja et al. [21] and Bhatia [3] we give the following definitions. Denition 2.1 The function f is said to be higher-order K -pseudoconvex at x S with respect to H , if for every (x , p ) S Rn , / int K (x x )T [ f (x ) + p H (x , p )] / int K . [ f (x ) f (x ) H (x , p ) + p T p H (x , p )] where f (x ) = [ f 1 (x ), f 2 (x ), . . . , f m (x )]. Remark 2.1 If we take p = 0, H (x , 0) = 0 = p H (x , 0), S to be a convex set, K a closed cone with vertex at origin such that int K = and we replace f by f and x by any y S , then Definition 2.1 reduces to the definition of (int K , int K )-pseudoconcave function given by Cambini [5]. Denition 2.2 The function f is said to be higher-order strongly K-pseudoconvex at x S with respect to H , if for every (x , p ) S Rn , / int K (x x )T [ f (x ) + p H (x , p )] f (x ) f (x ) H (x , p) + p T p H (x , p) K . Remark 2.2 Every higher-order strongly K -pseudoconvex function is higher-order K-pseudoconvex function but the converse is not true.

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Denition 2.3 The function f is said to be higher-order K -quasiconvex at x S , with respect to H , if for every (x , p ) S Rn , / int K f (x ) f (x ) H (x , p) + p T p H (x , p) (x x )T [ f (x ) + p H (x , p )] K . We now introduce higher-order naturally K -pseudoconvex function based on the definition of pseudoconvex function considered by Jahn [12]. Denition 2.4 The function f is said to be higher-order naturally K -pseudoconvex at x S with respect to H , if for every (x , p ) S Rn , (x x )T [ f (x ) + p H (x , p )] K f (x ) f (x ) H (x , p) + p T p H (x , p) K . Remark 2.3 If we take p = 0, H (x , 0) = 0 = p H (x , 0) and if instead of Rn we take any real normed space ( X , . X ), instead of Rm any partially ordered normed space (Y, . Y ), S to be any subset of X with nonempty interior, K to be any ordering cone in Y and f : S Y to be Frechet differentiable at x , then Definition 2.4 reduces to that of pseudoconvex function at x dened by Jahn [12]. Below we give two examples to show that there is no relation between higher-order naturally K -pseudoconvex function and higher-order K -pseudoconvex function. Example 2.1 Let S = {(x1 , x2 ) R2 : x1 < 2, x2 R}, K = {(x1 , x2 ) R2 : x1 0 , x 1 x 2 }, 3 x 2 , x 2 ) and H ( x , p ) = H (( x , x ), ( p , p )) = f (x ) = f (x1 , x2 ) = (x1 1 2 1 2 2 2 2 2 ( p1 (x1 + 1) p2 , p2 ). Let x = (0, 0), then (x x )T [ f (x ) + p H (x , p )] K , x1 0, x1 2 p2 x2 0 and p1 R, f (x ) f (x ) H (x , p) + p T p H (x , p) K . Hence f is higher-order naturally K -pseudoconvex at x with respect to H but f is not 3 , 1 S and p = (1, 1) R2 higher-order K -pseudoconvex at x , because for x = 2 1 ,2 / int K (x x )T [ f (x ) + p H (x , p )] = 2 11 where as [ f (x ) f (x ) H (x , p ) + p T p H (x , p )] = , 2 int K . 8 2 Example 2.2 Let S = {(x1 , x2 ) R : x1 < 1, x2 R}, K = {(x1 , x2 ) R2 : x2 0 , x 2 x 1 }, 3 x 2 , x 2 ) and H ( x , p ) = ( p ( x + 1), p ( x + 1)). f (x ) = (x1 1 1 1 2 2 2 Let x = (0, 0), then / int K , (x x )T [ f (x ) + p H (x , p )] x1 0, x2 R and ( p1 , p2 ) R2 , / int K . [ f (x ) f (x ) H (x , p ) + p T p H (x , p )] Hence f is higher-order K -pseudoconvex at x with respect to H but f fails to be higher-order naturally K -pseudoconvex at x , because for x = (1, 1) S and for any p R2 (x x )T [ f (x ) + p H (x , p )] = (1, 1) K / K. where as f (x ) f (x ) H (x , p ) + p T p H (x , p ) = (2, 1)

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Remark 2.4 Every higher-order strongly K -pseudoconvex function is higher-order naturally K -pseudoconvex function but the converse is not true which can be seen in the next example. Example 2.3 In Example 2.1 we have seen that the function f is higher-order naturally K -pseudoconvex at x with respect to H and it is not higher-order K -pseudoconvex at x , therefore f is not higher-order strongly K -pseudoconvex at x . A higher-order naturally K -pseudoconvex function need not be a higher-order K -quasiconvex function, as shown in the following example. Example 2.4 In Example 2.1 the function f is higher-order naturally K -pseudoconvex at x with respect to H but it is not higher-order K -quasiconvex at x because for x = (0, 1) S and p = (1, 1) R2 f (x ) f (x ) H (x , p ) + p T p H (x , p ) = (2, 2) / int K / K. where as (x x )T [ f (x ) + p H (x , p )] = (2, 2) Remark 2.5 Every higher-order K -quasiconvex function is higher-order naturally K \{0}-pseudoconvex function. Now following the lines of Cambini [5] we give the definition of higher-order strictly K -pseudoconvex and higher-order weakly K -quasiconvex function. Denition 2.5 The function f is said to be higher-order strictly K -pseudoconvex at x S with respect to H , if for every (x , p ) S Rn , / int K (x x )T [ f (x ) + p H (x , p )] / K \{0}. [ f (x ) f (x ) H (x , p ) + p T p H (x , p )] Remark 2.6 If all the conditions of Remark 2.1 are satised then Definition 2.5 reduces to the definition of ( K \{0}, int K )-pseudoconcave function given by Cambini [5]. Remark 2.7 Every higher-order strictly K -pseudoconvex function is higher-order K -pseudoconvex function but the converse is not true as is evident from following example. Example 2.5 In Example 2.2 the function f is higher-order K -pseudoconvex at x with respect to H but f is not higher-order strictly K -pseudoconvex at x because for x = (0, 1) S and for any p R2 (x x )T [ f (x ) + p H (x , p )] = (0, 0) / int K where as [ f (x ) f (x ) H (x , p ) + p T p H (x , p )] = (1, 1) K \{0}. In the next two examples we will show that neither a higher-order strictly K pseudoconvex function is higher-order naturally K -pseudoconvex function nor is the converse true. Example 2.6 Let S = {(x1 , x2 ) R2 : x1 < 1, x2 R}, K = {(x1 , x2 ) R2 : x1 0 , x 1 x 2 }, 3 x 2 , 2 x 2 ) and H ( x , p ) = ( p ( x + 1), p ( x + 1)). Let f (x ) = (x1 1 1 1 2 2 2 x = (0, 0), then

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(x x )T [ f (x ) + p H (x , p )] / int K , x1 0, x2 R and ( p1 , p2 ) R2 , / K \{0}. [ f (x ) f (x ) H (x , p ) + p T p H (x , p )] Hence f is higher-order strictly K -pseudoconvex at x with respect to H but it is not higher-order naturally K -pseudoconvex because for x = (0, 1) S and for any p R2 (x x )T [ f (x ) + p H (x , p )] = (0, 0) K / K. where as f (x ) f (x ) H (x , p ) + p T p H (x , p ) = (1, 2) Example 2.7 We have seen that the function f in Example 2.1 is higher-order naturally K -pseudoconvex at x with respect to H and it fails to be higher-order K -pseudoconvex at x , therefore it is not higher-order strictly K -pseudoconvex at x . Remark 2.8 Every higher-order strongly K -pseudoconvex function is higher-order strictly K -pseudoconvex function but the converse is not true as is evident from following example. Example 2.8 The function in Example 2.6 is higher-order strictly K -pseudoconvex at x with respect to H but it fails to be higher-order naturally K -pseudoconvex and hence it is not higher-order strongly K -pseudoconvex at x . Now in the next two examples we show that higher-order strictly K -pseudoconvex functions are not related to higher-order K -quasiconvex functions. Example 2.9 Consider the function f in Example 2.6, it is higher-order strictly K -pseudoconvex at x with respect to H but it is not higher-order K -quasiconvex at x because for x = (1, 1) S and for any p R2 f (x ) f (x ) H (x , p ) + p T p H (x , p ) = (2, 2) / int K T where as (x x ) [ f (x ) + p H (x , p )] = (1, 1) / K. Example 2.10 Let S = {(x1 , x2 ) R2 : x1 < 1, x2 R}, K = {(x1 , x2 ) R2 : x 1 0 , x 1 x 2 }, 3 x 2 , x 2 ) and H ( x , p ) = ( p ( x + 1), p ( x + 1)). f (x ) = (x1 1 1 1 2 2 2 Let x = (0, 0), then f (x ) f (x ) H (x , p) + p T p H (x , p) / int K , 2 0 x1 < 1, x2 R and ( p1 , p2 ) R , (x x )T [ f (x ) + p H (x , p )] K . Hence f is higher-order K -quasiconvex at x with respect to H but it is not higher1 , 0 S and for any p R2 order strictly K -pseudoconvex at x because for x = 2 1 1 / int K (x x )T [ f (x ) + p H (x , p )] = , 2 2 1 where as [ f (x ) f (x ) H (x , p ) + p T p H (x , p )] = , 0 K \{0}. 8 Denition 2.6 The function f is said to be higher-order weakly K -quasiconvex at x S with respect to H , if for every (x , p ) S Rn , [ f (x ) f (x ) H (x , p ) + p T p H (x , p )] K (x x )T [ f (x ) + p H (x , p )] K .

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Remark 2.9 If all the conditions of Remark 2.1 are satised then Definition 2.6 reduces to the definition of weakly ( K , K )-quasiconcave function given by Cambini [5]. The following example shows that a higher-order weakly K -quasiconvex functions is not higher-order K -pseudoconvex functions and hence is neither higher-order strictly K -pseudoconvex nor higher-order strongly K -pseudoconvex. Example 2.11 Let S = {(x1 , x2 ) R2 : x1 < 2, x2 R}, K = {(x1 , x2 ) R2 : x 1 x 2 , x 1 0 }, 3 x 2 , x 2 ) and H ( x , p ) = ( p ( x + 1), p ( x + 1)). f (x ) = (x1 1 1 1 2 2 2 Let x = (0, 0), then [ f (x ) f (x ) H (x , p ) + p T p H (x , p )] K . x1 0, x2 R and ( p1 , p2 ) R2 , (x x )T [ f (x ) + p H (x , p )] K , Hence f is higher-order weakly K -quasiconvex at x with respect to H but f fails to be higher-order K -pseudoconvex at x with respect to H because for x = (1, 0) S and for any p R2 (x x )T [ f (x ) + p H (x , p )] = (1, 1) / int K where as [ f (x ) f (x ) H (x , p ) + p T p H (x , p )] = (1, 0) int K . Remark 2.10 Every higher-order strictly K -pseudoconvex function and hence every higher-order strongly K -pseudoconvex function is higher-order weakly K \{0}-quasiconvex. In the next two examples we will show that higher-order weakly K -quasiconvex function and higher-order naturally K -pseudoconvex function are not related. Example 2.12 In Example 2.11 f is higher-order weakly K -quasiconvex at x with respect to H but f fails to be higher-order naturally K -pseudoconvex because for x = (1, 2) S and for any p R2 (x x )T [ f (x ) + p H (x , p )] = (1, 1) K / K. where as f (x ) f (x ) H (x , p ) + p T p H (x , p ) = (3, 4) Example 2.13 Let S = {(x1 , x2 ) R2 : x1 < 2, x2 R}, K = {(x1 , x2 ) R2 : x 1 x 2 0 }. 3 x , x ) and H ( x , p ) = ( p ( x + 1) + p ( x + 1), x ). f (x ) = (x1 2 2 1 1 2 2 1 Let x = (0, 0), then (x x )T [ f (x ) + p H (x , p )] K , x1 0, x2 0 and ( p1 , p2 ) R2 , f (x ) f (x ) H (x , p) + p T p H (x , p) K . Hence f is higher-order naturally K -pseudoconvex at x with respect to H but f is not higher-order weakly K -quasiconvex function, because for x = (1, 2) S and for any p R2 [ f (x ) f (x ) H (x , p ) + p T p H (x , p )] = (3, 2) K / K where as (x x )T [ f (x ) + p H (x , p )] = (1, 2) Remark 2.11 Every higher-order K -quasiconvex function is higher-order weakly K -quasiconvex but converse is not true, as can be seen from the following example.

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Example 2.14 The function f considered in Example 2.11 is higher-order weakly K -quasiconvex but it fails to be higher-order K -quasiconvex, because for x = (1, 1) S and for any p R2 f (x ) f (x ) H (x , p ) + p T p H (x , p ) = (0, 1) / int K / K where as (x x )T [ f (x ) + p H (x , p )] = (1, 1) 3 Optimality conditions Consider the vector optimization problem (VP) K -Minimize f (x ) subject to g (x ) Q , where f : S Rm and g : S R p are differentiable vector-valued functions and S is non-empty open subset of Rn . K and Q are closed convex pointed cones in Rm and R p respectively with non-empty interiors. The feasible set of (VP) is given by S0 = {x S : g (x ) Q }. Denition 3.1 A point x S0 is called 1. 2. 3. 4. / int K . a weak minimum of (VP), if for all x S0 , f (x ) f (x ) / K \{0}. a minimum of (VP), if for all x S0 , f (x ) f (x ) a strong minimum of (VP), if for all x S0 , f (x ) f (x ) K . a Benson proper minimum of (VP), if ( K ) cone( f ( S0 ) + K f (x )) = {0} where for any subset D of Rm , cone( D ) denotes the closure of cone generated by D . Remark 3.1 Every strong minimum of (VP) is a Benson proper minimum of (VP) but the converse is not true which is evident from the following example. Example 3.1 Let S = {(x1 , x2 ) R2 : x1 < 1, x2 R}. 3 x 2 , x 2 ), K = {( x , x ) R2 : x x 0}. f (x ) = (x1 1 2 2 1 2 2 3 3 x ), Q = {( x , x ) R2 : 0 x x }. g (x ) = (x1 , x1 2 1 2 1 2 Then, the feasible region is, S0 = {(x1 , x2 ) S : x1 0, x2 0}. Let x = (0, 0), then f (x ) = (0, 0) and ( K ) cone( f ( S0 ) + K f (x )) = {0} Therefore x is a Benson proper minimum of (VP), but it is not a strong minimum because for x = (1, 0) S0 f (x ) f (x ) = (1, 0) / K. Bhatia [3] established higher-order sufcient optimality conditions for (VP) by using the concept of higher-order cone-convex functions. We now obtain higher-order sufcient optimality conditions by using higher-order (strongly, strictly, naturally) cone-pseudoconvex and (weakly) cone-quasiconvex functions. Let H : S Rn Rm and G : S Rn R p be differentiable vector-valued functions.

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Theorem 3.1 Let f be higher-order strongly K -pseudoconvex at x S0 with respect to H and g be higher-order Q-quasiconvex at x with respect to G. Suppose that there exist K + \{0} and Q + , such that for all (x , p ) S0 Rn , (x x )T [ ( f )(x ) + p ( H )(x , p ) + (T g )(x ) + p (T G )(x , p )] 0, (3.1) (T g )(x ) + (T G )(x , p ) p T p (T G )(x , p ) 0, [( H )(x , p ) p T p ( H )(x , p )] 0. Then x is a weak minimum of (VP). Proof For all x S0 , g (x ) Q and therefore (T g )(x ) 0 x S0 . From (3.2) and above inequality, we get [(T g )(x ) (T g )(x ) (T G )(x , p ) + p T p (T G )(x , p )] 0 (x , p ) S0 Rn . If = 0, then we have / intQ (x , p ) S0 Rn . g (x ) g (x ) G (x , p) + p T p G (x , p) Since g is higher-order Q -quasiconvex at x with respect to G , therefore (x x )T [ g (x ) + p G (x , p )] Q (x , p ) S0 Rn , which implies that (x x )T [ (T g )(x ) + p (T G )(x , p )] 0 (x , p ) S0 Rn . If = 0, then also (3.4) holds. Now using (3.4) in (3.1), we get (x x )T [ ( f )(x ) + p ( H )(x , p )] 0 (x , p ) S0 Rn , which implies that / int K (x , p ) S0 Rn . (x x )T [ f (x ) + p H (x , p )] (3.6)
T T T T T T

(3.2) (3.3)

(3.4)

(3.5)

Since f is higher-order strongly K -pseudoconvex at x with respect to H , therefore f (x ) f (x ) H (x , p ) + p T p H (x , p ) K (x , p ) S0 Rn ,

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which implies that [( f )(x ) ( f )(x ) ( H )(x , p )+ p T p ( H )(x , p )]0 (x , p ) S0 Rn . Adding (3.3) and above inequality, we get [( f )(x ) ( f )(x )] 0 x S0 . which implies that / int K x S0 . f (x ) f (x ) Therefore, x is a weak minimum of (VP). Theorem 3.2 Let f be higher-order strictly K -pseudoconvex at x S0 with respect to H and g be higher-order Q-quasiconvex at x with respect to G. Suppose that there exist K s + and Q + , such that for all (x , p ) S0 Rn , (3.1) and (3.2) are satised and (3.3) holds (with r eplaced by ) for every K s + . Then x is a minimum of (VP). Proof Proceeding on the lines of proof of Theorem 3.1, we get / int K (x , p ) S0 Rn . (x x )T [ f (x ) + p H (x , p )] Since f is higher-order strictly K -pseudoconvex at x with respect to H , therefore / K \{0} x S0 . [ f (x ) f (x ) H (x , p ) + p T p H (x , p ) Then for each x S and p Rn we have at least one K s + such that (T f )(x ) (T f )(x ) (T H )(x , p ) + p T p (T H )(x , p ) 0. Adding (3.3) and above inequality, we get (T f )(x ) (T f )(x ) 0. which implies that / K \{0} x S0 . f (x ) f (x ) Hence x is a minimum of (VP). Theorem 3.3 Let f be higher-order strongly K -pseudoconvex at x S0 with respect to H and g be higher-order Q-quasiconvex at x with respect to G. Suppose that there exist K s + and Q + , such that for all (x , p ) S0 Rn , (3.1), (3.2) and (3.3) hold. Then x is a Benson proper minimum of (VP).
T T T T T T

(3.7)

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Proof Let, if possible, x be not a Benson proper minimum of (VP), then there exists 0 = k ( K ) cone( f ( S0 ) + K f (x )) Therefore, k < 0.
T

(3.8)

and there exists a sequence {xn }n N in S0 , {kn }n N in K and {n }n N in the interval [0, ) such that n [ f (xn ) + kn f (x )] k as n Therefore, n [( f )(xn ) + kn ( f )(x )] k as n . Since f and g satisfy all the conditions of Theorem 3.1, so by using (3.7) we get [( f )(xn ) ( f )(x )] 0 n N. Further, kn K and K s + implies that kn > 0 n N. T T T Thus, we get that n [( f )(xn ) + kn ( f )(x )] 0 n N and hence T k 0, which is a contradiction to (3.8). Hence x is a Benson proper minimum of (VP). Theorem 3.4 Let f be higher-order naturally K -pseudoconvex at x S0 with respect to H and g be higher-order weakly Q-quasiconvex at x with respect to G. Suppose that for all (x , p ) S0 Rn , (3.1), (3.2) and (3.3) hold (with replaced by and replaced by ) for every K + , Q + . Then x is a strong minimum of (VP). Proof For all x S0 , g (x ) Q and therefore (T g )(x ) 0 x S0 & Q + . From (3.2) and above inequality, we get [(T g )(x ) (T g )(x ) (T G )(x , p ) + p T p (T G )(x , p )] 0 (x , p ) S0 Rn & Q + . which implies that [g (x ) g (x ) G (x , p ) + p T p G (x , p )] ( Q + )+ = Q = Q (x , p ) S0 Rn .
T T T T T T T

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Since g is higher-order weakly Q -quasiconvex at x with respect to G , therefore (x x )T [ g (x ) + p G (x , p )] Q (x , p ) S0 Rn , which implies that (x x )T [ (T g )(x ) + p (T G )(x , p )] 0 (x , p ) S0 Rn & Q + . Now using (3.1) in above inequality, we get (x x )T [ (T f )(x ) + p (T H )(x , p )] 0 (x , p ) S0 Rn & K + , which implies that (x x )T [ f (x ) + p H (x , p )] K (x , p ) S0 Rn . Since f is higher-order naturally K -pseudoconvex at x with respect to H , therefore f (x ) f (x ) H (x , p ) + p T p H (x , p ) K (x , p ) S0 Rn , which implies that [(T f )(x ) (T f )(x ) (T H )(x , p ) + p T p (T H )(x , p )] 0 (x , p ) S0 Rn & K + . Adding (3.3) and above inequality, we get [(T f )(x ) (T f )(x )] 0 x S0 & K + , which implies that f (x ) f (x ) K . x S0 . Therefore, x is a strong minimum of (VP). The above theorem is illustrated in the following example. Example 3.2 Let S = {(x1 , x2 ) R2 : x1 < 2, x2 R}. 3 x 2 , x 2 ), H ( x , p )) = (2 p ( x + 1), p ( x + 1)), f (x ) = (x1 1 1 1 2 2 2 K = {(x1 , x2 ) R2 : x1 0, x1 x2 }, 3 , x 3 + x 2 ), G ( x , p ) = ( x , p ( x + 1)), g (x ) = (x1 2 2 1 1 2 Q = {(x1 , x2 ) R2 : 0 x1 x2 }. Let x = (0, 0), then f is higher-order naturally K -pseudoconvex at x with respect to H because, (x x )T [ f (x ) + p H (x , p )] K , x1 0, x2 R and ( p1 , p2 ) R2 ,

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f (x ) f (x ) H (x , p) + p T p H (x , p) K . and g is higher-order weakly Q -quasiconvex at x with respect to G because, [g (x ) g (x ) G (x , p ) + p T p G (x , p )] Q , x1 0, x2 = 0 and ( p1 , p2 ) R2 , (x x )T [ g (x ) + p G (x , p )] Q . The feasible region for (VP) is S0 = {(x1 , x2 ) S : x1 0, x2 = 0}. K + = {(x1 , x2 ) R2 : 0 x2 x1 } and Q + = {(x1 , x2 ) R2 : x2 x 1 , x 2 0 }. Then for all (x , p ) S0 R2 , K + and Q + (x x )T [ (T f )(x )+ p (T H )(x , p )+ (T g )(x )+ p (T G )(x , p )] 0, [(T g )(x ) + (T G )(x , p ) p T p (T G )(x , p )] = 0, [(T H )(x , p ) p T p (T H )(x , p )] = 0. So (3.1), (3.2) and (3.3) are satised for all K + , Q + and (x , p ) S0 R2 therefore x is a strong minimum of (VP). 4 Higher-order duality We associate the following generalized MondWeir type higher-order dual with (VP) (HD1) K -Maximize f (w) subject to (x w)T [ (T f )(w)+ p (T H )(w, p )+ (T g )(w)+ p (T G )(w, p )] 0 x S0 , [(T g )(w) + (T G )(w, p ) p T p (T G )(w, p )] 0 and (T H )(w, p ) p T p (T H )(w, p ) 0. where K + \{0}, Q + , w S , p Rn . Now we will establish Weak Duality relation for (VP) and its higher-order dual (HD1). Theorem 4.1 (Weak Duality) Let x be feasible for (VP) and (w, , , p ) for (HD1). Suppose that f is higher-order strongly K -pseudoconvex at w with respect to H and g is higher-order Q-quasiconvex at w with respect to G, then f (w) f (x ) / int K . Proof Since x is feasible for (VP) and (w, , , p ) is feasible for (HD1), therefore [(T g )(x ) (T g )(w) (T G )(w, p ) + p T p (T G )(w, p )] 0. If = 0, then we have g (x ) g (w) G (w, p ) + p T p G (w, p ) / int Q . Since g is higher-order Q -quasiconvex at w with respect to G , therefore (x w)T [ g (w) + p G (w, p )] Q ,

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which implies that (x w)T [ (T g )(w) + p (T G )(w, p )] 0. If = 0, then also the above inequality holds. Since (w, , , p ) is feasible for (HD1), so from above inequality we get (x w)T [ (T f )(w) + p (T H )(w, p )] 0, which implies that (x w)T [ f (w) + p H (w, p )] / int K . Further, f is higher-order strongly K -pseudoconvex at w with respect to H , therefore f (x ) f (w) H (w, p ) + p T p H (w, p ) K . and hence (T f )(x ) (T ) f (w) (T H )(w, p ) + p T p (T ) H (w, p ) 0. Again using the fact that (w, , , p ) is feasible for (HD1), we get (T ) f (w) (T f )(x ) 0 which implies that f (w) f (x ) / int K .

Suneja et al. [19] gave the following Fritz John type necessary optimality conditions for a point to be a weak minimum of (VP). Lemma 4.1 If x is a weak minimum of (VP), then there exist K + and Q + with (, ) = 0 such that (x x )T [ ( f )(x ) + (T g )(x )] 0, x S , (T g )(x ) = 0. In order to establish Strong Duality result we will prove the following Kuhn-Tucker type necessary optimality conditions for a point to be a weak minimum of (VP). Lemma 4.2 If x is a weak minimum of (VP), then there exist K + and Q + with (, ) = 0 such that
T

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(x x )T [ ( f )(x ) + (T g )(x )] 0, x S , ( g )(x ) = 0.

T

(4.1) (4.2)

Moreover, if g is Q-convex at x and there exists x S such that (T g )(x ) < 0, then = 0. Proof Let x be a weak minimum of (VP), then we invoke Lemma 4.1 to deduce that there exist K + and Q + with (, ) = 0 such that (4.1) and (4.2) hold. Suppose now that g is Q -convex at x and there exists x S such that (T g )(x ) < 0. We have to prove that = 0. Let, if possible, = 0, then from (4.1), we get (x x )T (T g )(x ) 0 x S . Also since g is Q -convex at x , therefore g ( x ) g ( x ) ( x x )T g ( x ) Q x S , which implies that, [(T g )(x ) (T g )(x ) (x x )T (T g )(x )] 0 x S . Using (4.2) and (4.3) in above inequality, we get (T g )(x ) 0 x S . In particular, for x = x (T g )(x ) 0 which is a contradiction to the fact that (T g )(x ) < 0. Hence = 0. Remark 4.1 As mentioned by Nguyen and Luu [16], the regularity condition in the above lemma, which can be called generalized Slater cone constraint qualication, gives a constraint qualication at x for problem (VP). The next example shows that generalized Slater cone constraint qualication is weaker than the Slater type constraint qualication considered by Bhatia [3] and Suneja et al. [21] and dened as follows. Denition 4.1 The function g is said to satisfy Slater type constraint qualication at x if g is Q -convex at x and there exists x S such that g (x ) int Q . Example 4.1 Let S = {(x1 , x2 ) R2 : x1 < 2, x2 R}. 3 x 2 , x 2 ), K = {( x , x ) R2 : x x , x x }. f (x ) = (x1 1 2 1 2 1 2 2 2 3 3 + 1 x 2 ), Q = {( x , x ) R2 : x x 0}. g (x ) = (x1 + 1, x1 1 2 2 1 2 Then, the feasible region is S0 = {(x1 , x2 ) R2 : 1 x1 < 2, x2 = 0}. and K + = K and Q + = {(x1 , x2 ) R2 : x2 0, x1 x2 }. (4.3)

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Let x = (1, 0) then f (x ) = (1, 0), 3 1, 0) / int K . Now for all x S0 , f (x ) f (x ) = (x1 Therefore x is a weak minimum of (VP). So, there exist = (2, 1) K + and = (2, 0) Q + , such that T (x x )T [ ( f )(x ) + (T g )(x )] = 0, x S and (T g )(x ) = 0. Hence the necessary conditions are satised. Also, since 3 3 x 2, x 3 3 x 2 x 2 ) Q x S , g ( x ) g ( x ) ( x x )T g ( x ) = ( x 1 1 1 1 2 so g is Q -convex at x . and there exists x = (1, 0) S such that (T g )(x ) = 4 < 0. Hence g satises the generalized Slater cone constraint qualication at x . But if for 2 < 0 which is not possible. Therefore some x = (x1 , x2 ) S , g (x ) int Q , then x2 g does not satisfy the Slater type constraint qualication. Theorem 4.2 (Strong Duality) Let x be a weak minimum for (VP), then there exist K + and Q + with (, ) = 0 such that (4.1) and (4.2) hold. Moreover, if H (x , 0) = 0 = G (x , 0), p H (x , 0) = 0 = p G (x , 0), g is Q-convex at x and there exist x S such that (T g )(x ) < 0, then (x , , , p = 0) is feasible for (HD1). Further, if the conditions of Weak Duality Theorem 4.1 are satised for each feasible solution (w, , , p ) of (HD1), then (x , , , p = 0) is weak maximum for (HD1). Proof Since x is a weak minimum for (VP), therefore by Lemmas 4.1 and 4.2 there exist K + \{0} and Q + such that (x x )T [ ( f )(x ) + (T g )(x )] 0, x S , (T g )(x ) = 0. Thus, (x , , , p = 0) is feasible for (HD1). Now if possible, let (x , , , p = 0) be not a weak maximum of (HD1), then there exists a feasible solution (w , , , p ) of (HD1) such that f (w ) f (x ) int K . which is a contradiction to the Weak Duality Theorem 4.1 for the feasible solution x for (VP) and (w , , , p ) of (HD1). Therefore (x , , , p = 0) is weak maximum of (HD1). Now we associate the following higher-order dual with (VP) which was also considered by Bhatia [3]. (HD2) K -Maximize f (w) + H (w, p ) p T p H (w, p ) subject to (x w)T [ (T f )(w)+ p (T H )(w, p )+ (T g )(w)+ p (T G )(w, p )] 0 x S0 and [(T g )(w) + (T G )(w, p ) p T p (T G )(w, p )] 0. where K + \{0}, Q + , w S , p Rn .
T

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Bhatia [3] proved Weak Duality by assuming the concerned functions to be higherorder cone-convex. Now we will establish Weak Duality relations between the primal problem (VP) and its higher-order dual (HD2) by assuming the objective function to be higher-order (strictly) cone-pseudoconvex and constraint function to be higher-order cone-quasiconvex. Theorem 4.3 (Weak Duality) Let x be feasible for (VP) and (w, , , p ) for (HD2). Suppose that f is higher-order K -pseudoconvex at w with respect to H and g is higher-order Q-quasiconvex at w with respect to G then / intK . f (w) + H (w, p ) p T p H (w, p ) f (x )

Proof Proceeding on the lines of proof of Theorem 4.1, we get (x w)T [ f (w) + p H (w, p )] / int K . Further, f is higher-order K -pseudoconvex at w with respect to H , therefore f (w) + H (w, p ) p T p H (w, p ) f (x ) / int K .

Remark 4.2 If, for each i = 1, 2, . . . , m , f i is twice continuously differentiable and 1 we take Hi (x , p ) = p T 2 f i (x ) p and for each i = 1, 2, . . . , p , gi is twice contin2 1 uously differentiable and we take G i (w, p ) = p T 2 gi (w) p then the above Weak 2 Duality result reduces to that of Suneja et al. [21]. Theorem 4.4 (Weak Duality) Let x be feasible for (VP) and (w, , , p ) for (HD2). Suppose that f is higher-order strictly K -pseudoconvex at w with respect to H and g is higher-order Q-quasiconvex at w with respect to G then / K \{0}. f (w) + H (w, p ) p T p H (w, p ) f (x )

Proof Proceeding on the lines of proof of Theorem 4.3 and using the higher-order strict K -pseudoconvexity of f , we get the desired result. We now give a Strong Duality result which can be proved exactly on the lines of the Theorem 4.2. Theorem 4.5 (Strong Duality) Let x be a weak minimum for (VP), then there exist K + and Q + with (, ) = 0 such that (4.1) and (4.2) hold. Moreover, if H (x , 0) = 0 = G (x , 0), p H (x , 0) = 0 = p G (x , 0), g is Q-convex at x and there exists x S such that (T g )(x ) < 0, then (x , , , p = 0) is feasible for (HD2). Further, if the conditions of Weak Duality Theorem 4.3 are satised for each feasible solution (w, , , p ) of (HD2), then (x , , , p = 0) is weak maximum for (HD2) and

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if the conditions of Weak Duality Theorem 4.4 are satised for each feasible solution (w, , , p ) of (HD2), then (x , , , p = 0) is maximum for (HD2).
Acknowledgments The authors are thankful to the anonymous referees whose constructive suggestions have improved the presentation of the paper. The second author is also thankful to Council of Scientic and Industrial Research (CSIR), India for the nancial support provided during the work. The other two authors are grateful to University Grants Commission (UGC), India for offering nancial support.

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