Hindawi Publishing Corporation Journal of Applied Mathematics Volume 2013, Article ID 854125, 7 pages http://dx.doi.org/10.1155/2013/854125 Research Article Generalized Minimax Programming with Nondifferentiable (πΊ, π½)-Invexity D. H. Yuan and X. L. Liu Department of Mathematics, Hanshan Normal University, Guangdong 521041, China Correspondence should be addressed to D. H. Yuan; dhyuan@hstc.edu.cn Received 26 November 2012; Accepted 23 December 2012 Academic Editor: C. Conca Copyright © 2013 D. H. Yuan and X. L. Liu. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. We consider the generalized minimax programming problem (P) in which functions are locally Lipschitz (πΊ, π½)-invex. Not only πΊ-sufficient but also πΊ-necessary optimality conditions are established for problem (P). With πΊ-necessary optimality conditions and (πΊ, π½)-invexity on hand, we construct dual problem (DI) for the primal one (P) and prove duality results between problems (P) and (DI). These results extend several known results to a wider class of programs. 1. Introduction Convexity plays a central role in many aspects of mathematical programming including analysis of stability, sufficient optimality conditions, and duality. Based on convexity assumptions, nonlinear programming problems can be solved efficiently. There have been many attempts to weaken the convexity assumptions in order to treat many practical problems. Therefore, many concepts of generalized convex functions have been introduced and applied to mathematical programming problems in the literature [1]. One of these concepts, invexity, was introduced by Hanson in [2]. Hanson has shown that invexity has a common property in mathematical programming with convexity that KarushKuhn-Tucker conditions are sufficient for global optimality of nonlinear programming under the invexity assumptions. Ben-Israel and Mond [3] introduced the concept of preinvex functions which is a special case of invexity. Recently, Antczak extended further invexity to πΊ-invexity [4] for scalar differentiable functions and introduced new necessary optimality conditions for differentiable mathematical programming problem. Antczak also applied the introduced πΊ-invexity notion to develop sufficient optimality conditions and new duality results for differentiable mathematical programming problems. Furthermore, in the natural way, Antczak’s definition of πΊ-invexity was also extended to the case of differentiable vector-valued functions. In [5], Antczak defined vector πΊ-invex (πΊ-incave) functions with respect to π and applied this vector πΊ-invexity to develop optimality conditions for differentiable multiobjective programming problems with both inequality and equality constraints. He also established the so-called πΊ-Karush-Kuhn-Tucker necessary optimality conditions for differentiable vector optimization problems under the Kuhn-Tucker constraint qualification [5]. With this vector πΊ-invexity concept, Antczak proved new duality results for nonlinear differentiable multiobjective programming problems [6]. A number of new vector duality problems such as πΊ-Mond-Weir, πΊ-Wolfe, and πΊ-mixed dual vector problems to the primal one were also defined in [6]. In the last few years, many concepts of generalized convexity, which include (π, π)-invexity [7], (πΉ, π)-convexity [8], (πΉ, πΌ, π, π)-convexity [9], (πΆ, πΌ, π, π)-convexity [10], (π, π)invexity [11], π-π-invexity [12], and their extensions, have been introduced and applied to different mathematical programming problems. In particular, they have also been applied to deal with minimax programming; see [13–17] for details. However, we have not found a paper which deals with generalized minimax programming problem (P) under πΊinvexity or its generalizations assumptions. Note that the function πΊ β π may not be differentiable even if the function πΊ is differentiable. Yuan et al. [18] introduced the (πΊπ , π½π )-invexity concept for the locally Lipschtiz 2 Journal of Applied Mathematics function π. This (πΊπ , π½π )-invexity extended Antczak’s πΊinvexity concept to the nonsmooth case. In this paper, we deal with nondifferentiable generalized minimax programming problem (P) with the vector (πΊ, π½)-invexity proposed in [18]. Here, the generalized minimax programming problem (P) is presented as follows: min sup π (π₯, π¦) π¦∈π exists, then π0 (π₯; π) is called the Clarke derivative of π at π₯ in the direction π. If this limit superior exists for all π ∈ Rπ , then π is called the Clarke differentiable at π₯. The set ππ (π₯) = {π | π0 (π₯; π) ≥ β¨π, πβ©, ∀π ∈ Rπ } (4) is called the Clarke subdifferential of π at π₯. (P) Note that if a given function π is locally Lipschitz, then the Clarke subdifferential ππ(π₯) exists. where π is a compact subset of Rπ , π(⋅, ⋅) : Rπ × Rπ → R, and ππ (⋅) : Rπ → R (π ∈ π). Let πΈπ be the set of feasible solutions of problem (P); in other words, πΈπ = {π₯ ∈ Rπ | ππ (π₯) ≤ 0, π ∈ π}. For convenience, let us define the following sets for every π₯ ∈ πΈ: Lemma 2 (see [18]). Let π be a real-valued Lipschitz continuous function defined on π and denote the image of π under π by πΌπ (π); let π : πΌπ (π) → R be a differentiable function such that πσΈ (πΎ) is continuous on πΌπ (π) and πσΈ (πΎ) ≥ 0 for each πΎ ∈ πΌπ (π). Then the chain rule π½ (π₯) = {π ∈ π | ππ (π₯) = 0} , (π β π) (π₯, π) = πσΈ (π (π₯)) π0 (π₯, π) , subject to ππ (π₯) ≤ 0, π = 1, . . . , π, π (π₯) = {π¦ ∈ π | π (π₯, π¦) = sup π (π₯, π§)} . 0 (1) holds for each π ∈ Rπ . Therefore, π§∈π π (π β π) (π₯) = πσΈ (π (π₯)) π (π) (π₯) . The rest of the paper is organized as follows. In Section 2, we present concepts in regards to nondifferentiable vector (πΊ, π½)-invexity. In Section 3, we present not only πΊ-sufficient but also πΊ-necessary optimality conditions for problem (P). When the πΊ-necessary optimality conditions and the (πΊ, π½)invexity concept are utilized, dual problem (DI) is formulated for the primal one (P) and duality results between them are presented in Section 4. for π = 1, 2, . . . , π, π₯ β§ π¦ if and only if π₯π ≥ π¦π , for π = 1, 2, . . . , π, π₯ β©Ύ π¦ if and only if π₯π ≥ π¦π , for π = 1, 2, . . . , π, but π₯ =ΜΈ π¦, (2) Let Rπ+ = {π₯ ∈ Rπ | π₯ β§ 0}, RΜ π+ = {π₯ ∈ Rπ | π₯ > 0} and π be a subset of Rπ . For our convenience, denote π := {1, 2, . . . , π}, π∗ := {1, 2, . . . , π∗ }, πΎ := {1, 2, . . . , π}, and π := {1, 2, . . . , π}. Further, we recall some definitions and a lemma. Definition 1 (see [19]). Let π ∈ Rπ , π be a nonempty set of Rπ and π : π → R. If π0 (π₯; π) := lim sup π¦→π₯ π↓0 1 (π (π¦ + ππ) − π (π¦)) π πΊππ β ππ (π₯) − πΊππ β ππ (π’) ∀ππ ∈ πππ (π’) , (7) holds for all π₯ ∈ π (π₯ =ΜΈ π’) and π ∈ πΎ, then π is said to be a (strictly) nondifferentiable vector (πΊπ , π½π )-invex at π’ on π (with respect to π) (or shortly, (πΊπ , π½π )-invex at π’ on π π π π), where πΊπ = (πΊπ1 , . . . , πΊππ ) and π½ := (π½1 , π½2 , . . . , π½π ). If π is a (strictly) nondifferentiable vector (πΊπ , π½π )-invex at π’ on π (with respect to π) for all π’ ∈ π, then π is a (strictly) nondifferential vector (πΊπ , π½π )-invex on π (with respect to π). 3. Optimality Conditions π₯ >ΜΈ π¦ is the negation of π₯ > π¦, π₯β©Ύ π¦ is the negation of π₯ β©Ύ π¦. π and π½π : π × π → R+ for π ∈ πΎ. Moreover, πΊππ is strictly increasing on its domain πΌππ (π) for each π ∈ πΎ. If π In this section, we provide some definitions and results that we will use in the sequel. The following convention for equalities and inequalities will be used throughout the paper. For any π₯ = (π₯1 , π₯2 , . . . , π₯π )π , π¦ = (π¦1 , π¦2 , . . . , π¦π )π , we define the following: (6) Definition 3. Let π = (π1 , . . . , ππ ) be a vector-valued locally Lipschitz function defined on a nonempty set π ⊂ Rπ . Consider the functions π : π × π → Rπ , πΊππ : πΌππ (π) → R, ≥ (>) π½π (π₯, π’) πΊπσΈ π (ππ (π’)) β¨ππ , π (π₯, π’)β© , 2. Notations and Preliminaries π₯ > π¦ if and only if π₯π > π¦π , (5) (3) In this section, we firstly establish the πΊ-necessary optimality conditions for problem (P) involving functions which are locally Lipschitz with respect to the variable π₯. For this purpose, we will need some additional assumptions with respect to problem (P). Condition 4. Assume the following: (a) the set π is compact; (b) π(π₯, π¦) and πππ₯ (π₯, π¦) are upper semicontinuous at (π₯, π¦); (c) π(π₯, π¦) is locally Lipschitz in π₯ and this Lipschitz continuity is uniform for π¦ in π; (d) π(π₯, π¦) is regular in π₯; that is, ππ₯β (π₯, π¦; ⋅) = ππ₯σΈ (π₯, π¦; ⋅); (e) ππ , π ∈ π are regular and locally Lipschitz at π₯0 . Journal of Applied Mathematics 3 Condition 5. For each π = (π1 , . . . , ππ ) ∈ Rπ satisfying the conditions ππ = 0, ∀π ∈ π \ π½ (π₯∗ ) , ππ ≥ 0, (8) ∀π ∈ π½ (π₯∗ ) , the following implication holds: π§π∗ ∈ πππ (π₯∗ ) π ∑ ππ π§π∗ π=1 (∀π ∈ π) , = 0 σ³¨⇒ ππ = 0, π ∈ π. Theorem 7 (πΊ-necessary optimality conditions). Let problem (P) satisfy Conditions 4 and 5; let π₯∗ be an optimal solution of problem (P). Assume that πΊπ is both continuously differentiable and strictly increasing on πΌπ (π, π). If πΊππ is both continuously differentiable and strictly increasing on πΌππ (π) with πΊπσΈ π (ππ (π₯∗ )) > 0 for each π ∈ π, then there exist positive integer π∗ (1 ≤ π∗ ≤ π + 1) and vectors π¦π ∈ π(π₯∗ ) together with scalars π∗π (π ∈ π∗ ) and ππ∗ (π ∈ π) such that π∗ (9) 0 ∈ ∑π∗π πΊπσΈ (π (π₯∗ , π¦π )) ππ₯ π (π₯∗ , π¦π ) π=1 We will also use the following auxiliary programming problem (G-P): min sup πΊπ β π (π₯, π¦) s.t. πΊπ β π (π₯) ∗ ∗ ππ∗ (πΊππ β ππ (π₯∗ ) − πΊππ (0)) = 0, ππ∗ ≥ 0, + π¦∈π π∗ ∑π∗π = 1, π=1 β¦ πΊπ (0) , (G-P) where πΊπ (0) := (πΊπ1 (0), πΊπ2 (0), . . . , πΊππ (0)). We denote by πΈπΊ-π = {π₯ ∈ Rπ | πΊπ β π(π₯) β¦ πΊπ (0)}, π½σΈ (π₯) := {π ∈ π : πΊππ β ππ (π₯) = πΊππ (0)}. If function πΊππ is strictly increasing on πΌππ (π) for each π ∈ M, then πΈπ = πΈπΊ-π and π½(π₯) = π½σΈ (π₯). So, we represent the set of all feasible solutions and the set of constraint active indices for either (P) or (G-P) by the notations πΈ and π½(π₯), respectively. The following necessary optimality conditions are presented in [20]. Theorem 6 (necessary optimality conditions). Let π₯∗ be an optimal solution of (P). One also assumes that Conditions 4 and 5 hold. Then there exist positive integer π∗ and vectors π¦π ∈ π(π₯∗ ) together with scalars π∗π (π ∈ π∗ ) and ππ∗ (π ∈ π) such that ∗ min π ∈ π, subject to (π₯ ) = 0, ππ∗ = 1, π∗π πΊππ β ππ (π₯) ≤ 0, (πΊ-ππ¦π ) π ∈ π. π π=1 πππ (πΊππ β ππ (π₯∗ ) − πΊππ (0)) = 0, πππ ≥ 0, (15) π ∈ π. (16) ≥ 0, > 0, (14) 0 ∈ π π ππ₯ (πΊπ β π) (π₯∗ , π¦π ) + ∑ πππ∗ π (πΊππ β ππ ) (π₯∗ ) , π ∈ π, (10) So, we obtain from (15) that ∗ ∑π∗π π=1 π ∈ π∗ . It is easy to see that π₯∗ is an optimal solution to problem (πΊ-ππ¦π ). Thus, there exist π π > 0 and πππ ≥ 0 for π ∈ π such that π=1 ∗ π∗π ≥ 0, πΊπ β π (π₯, π¦π ) π π=1 π (ππ (π₯ )) πππ (π₯ ) , Proof. Since π₯∗ is an optimal solution to problem (P), it is easy to see that π₯∗ is an optimal solution to problem (G-P). Consider problem (G-P), it is easy to check that problem (G-P) satisfies the assumptions of Theorem 6. Therefore, we choose π¦π ∈ π(π₯∗ ) and π ∈ π∗ with π∗ ≤ π + 1, such that they satisfy Theorem 6. Now, for each π¦π , we consider the scalar programming (πΊ-ππ¦π ) as follows: 0 ∈ ∑π∗π ππ₯ π (π₯∗ , π¦π ) + ∑ππ∗ πππ (π₯∗ ) , ππ∗ ππ ∑ππ∗ πΊπσΈ π π=1 (13) := (πΊπ1 β π1 (π₯) , πΊπ2 β π2 (π₯) , . . . , πΊππ β ππ (π₯)) π (12) π π∗ ∗ 0 ∈ ∑π π ππ₯ (πΊπ β π) (π₯∗ , π¦π ) π∈π . π=1 Furthermore, if πΌ is the number of nonzero π∗π and π½ is the number of nonzero ππ∗ , then 1 ≤ πΌ + π½ ≤ π + 1. (11) Making use of Theorem 6, we can derive the following πΊ-necessary conditions theorem for problem (P), see Theorem 7, here we require the scalars π∗π (π = 1, . . . , π∗ ) to be positive. π π∗ π=1 π=1 (17) ∗ + ∑ (∑πππ ) π (πΊππ β ππ ) (π₯ ) , or π∗ π π=1 π=1 0 ∈ ∑π∗π (πΊπ β π) (π₯∗ , π¦π ) + ∑ππ∗ π (πΊππ β ππ ) (π₯∗ ) , (18) 4 Journal of Applied Mathematics π∗ π∗ π∗ where π∗π = π π / ∑π=1 π π , ππ∗ = ∑π=1 πππ / ∑π=1 π π . By Lemma 2, we have ππ₯ (πΊπ β π) (π₯∗ , π¦π ) = πΊπσΈ (π (π₯∗ , π¦π )) ππ₯ π (π₯∗ , π¦π ) , Employing (24) to (23), we have π∗ π ∈ π∗ , π=1 π (πΊππ β ππ ) (π₯∗ ) = πΊπσΈ π (ππ (π₯∗ )) πππ (π₯∗ ) , π ∈ π. (19) Now, from (18), we can deduce the required results. Next, we derive πΊ-sufficient optimality conditions for problem (P) under the assumption of (πΊ, π½)-invexity proposed in [18]. Theorem 8 (πΊ-sufficient optimality conditions). Let (π₯∗ , π∗ , π∗ , π∗ , π∗ , π¦) satisfy conditions (12)–(14), where π∗ = π(π₯∗ , π¦1 ) = ⋅ ⋅ ⋅ = π(π₯∗ , π¦π∗ ); let πΊπ be both continuously differentiable and strictly increasing on πΌπ (π, π); let πΊππ be both continuously differentiable and strictly increasing on πΌππ (π) for each π ∈ π. + πΊπ β π (π₯0 , π¦π ) < πΊπ β π (π₯∗ , π¦π ) , π ∈ π∗ . ∗ π∗ ∑π=1 π∗π (πΊπ β π (π₯0 , π¦π ) − πΊπ β π (π₯∗ , π¦π )) which implies that π∗ ∗ σΈ ∗ ∗ 0∈ ∑π π πΊπ (π (π₯ , π¦π )) ππ₯ π (π₯ , π¦π ) π=1 + ∑ ππ∗ πΊπσΈ π π=1 (27) ∗ ∗ (ππ (π₯ )) πππ (π₯ ) . ππ₯+2π¦ , π (π₯, π¦) = { 2π₯+π¦ π , σ΅¨σ΅¨ π (π₯) = σ΅¨σ΅¨σ΅¨σ΅¨π₯ − σ΅¨ , π₯∗ ) π ∈ ππ₯ π (π₯ , π¦π ) , π¦∈π ππ₯+2 , π2π₯+1 , π¦≥π₯ π₯ < π¦. (29) Since < 0. ≥ (>) π½π (π₯0 , π₯∗ ) πΊπσΈ (π (π₯∗ , π¦π )) β¨ππ , π (π₯0 , π₯∗ )β© , ∗ (28) Then, π(⋅, π¦) is (log, 1)-invex at π₯ = 1 for each π¦ ∈ π, π is 1-invex at π₯ = 1, and (23) By the generalized invexity assumptions of π(⋅, π¦π ) and ππ , we have πΊπ β π (π₯0 , π¦π ) − πΊπ β π (π₯∗ , π¦π ) π π¦≥π₯ π₯ < π¦, 3 σ΅¨σ΅¨σ΅¨ 1 σ΅¨σ΅¨ − . 2 σ΅¨σ΅¨ 2 π (π₯) := sup π (π₯, π¦) = { ∗ ∗ ∑π π=1 ππ (Gππ β ππ (π₯0 ) − πΊππ β ππ (π₯ )) ∗ π∈π , π₯ + 2π¦, log (π (π₯, π¦)) = { 2π₯ + π¦, π¦≥π₯ π₯ < π¦, (30) then 1, π¦≥π₯ { { ππ₯ log (π (π₯, π¦)) = {[1, 2] , π₯ = π¦ { π₯ < π¦. {2, (31) Consider π₯0 = 1. Since π(π₯0 ) = {1}, then we can assume that π = 1. Therefore, πΊππ β ππ (π₯0 ) − πΊππ β ππ (π₯∗ ) π ≥ (>) π½π (π₯0 , π₯∗ ) πΊπσΈ π (ππ (π₯∗ )) β¨ππ , π (π₯0 , π₯∗ )β© , π ∀ππ π This is a contradiction to condition (12). , π₯∗ ) π π π=1 π ∈ π½ (π₯ ) , we can write the following statement π ∀ππ (26) + ∑ππ∗ πΊπσΈ π (ππ (π₯∗ )) ππ , π (π₯0 , π₯∗ )β© < 0, (21) (22) (π₯0 π π ∗ πΊππ β ππ (π₯0 ) ≤ πΊππ (0) = πΊππ β ππ (π₯ ) , π π½π <0 π=1 Employing (13), (14), and the fact that + π )) β¨ππ , π (π₯0 , π₯∗ )β© Example 9. Let π = [0, 1]. Define By the monotonicity of πΊπ , we have (π₯0 (ππ (π₯ ∗ β¨∑π∗π πΊπσΈ (π (π₯∗ , π¦π )) ππ ∗ π¦∈π ∑ππ∗ πΊπσΈ π π=1 π∗ is an optimal solution to (P). Proof. Suppose, contrary to the result, that π₯ is not an optimal solution for problem (P). Hence, there exists π₯0 ∈ πΈ such that sup π (π₯0 , π¦) < π (π₯∗ , π¦π ) , π ∈ π∗ . (20) (25) π or π Assume that π(⋅, π¦π ) is (πΊπ , π½π )-invex at π₯∗ on πΈ for each π ∈ π∗ π π and ππ is (πΊπ , π½π )-invex at π₯∗ on πΈ for each π ∈ π. Then, π₯∗ π π½π π ∑π∗π πΊπσΈ (π (π₯∗ , π¦π )) β¨ππ , π (π₯0 , π₯∗ )β© ∗ ∈ πππ (π₯ ) , 0 ∈ ππΊπσΈ (π (1, 1)) ππ₯ π (1, 1) − πππσΈ (1) = π [1, 2] − π, π ∈ π. (24) (32) where π = π = 1. Now, from Theorem 8, we can say that π₯0 = 1 is an optimal solution to (P). Journal of Applied Mathematics 5 4. Duality that Making use of the optimality conditions of the preceding section, we present dual problem (DI) to the primal one (P) and establish πΊ-weak, πΊ-strong, and πΊ-strict converse duality theorems. For convenience, we use the following notations: πΊππ β ππ (π₯) ≤ πΊππ β ππ (π§) , π ∑π π πΊπ β π (π₯, π¦π ) − πΊπ β π (π§, π¦π ) π π½π (π₯, π§) π=1 π = (π 1 , . . . , π π ) ∈ RΜ π+ π (42) Hence, πΎ (π₯) = { (π, π, π¦) ∈ N × RΜ π+ × Rππ | 1 ≤ π ≤ π + 1, π πΊππ β ππ (π₯) − πΊππ β ππ (π§) π=1 π½π (π₯, π§) + ∑ππ (33) with ∑ π π = 1, π¦ = (π¦1 , . . . π¦π ) π ∈ π. π (43) < 0. π=1 Similar to the proof of Theorem 8, by (43) and the generalized invexity assumptions of π(⋅, π¦π ) and ππ , we have with π¦π ∈ π (π₯) , π = 1, . . . π} . π»1 (π, π, π¦) denotes the set of all triplets (π§, π, π) ∈ Rπ × Rπ + × R+ satisfying π π π=1 π=1 0 ∈ ∑π π πΊπσΈ (π (π§, π¦π )) ππ§ π (π§, π¦π ) + ∑ππ πΊπσΈ π (ππ (π§)) πππ (π§) , (34) π (π§, π¦π ) ≥ π, π = 1, 2, . . . , π, π π=1 π=1 (44) which follows that π π π=1 π=1 (36) (π, π, π¦) ∈ πΎ (π§) . (37) (45) max π. sup (DI) (π,π,π¦)∈πΎ(π§) (π§,π,π)∈π» (π,π,π¦) 1 Note that if π»1 (π, π, π¦) is empty for some triplet (π, π, π¦) ∈ πΎ(π§), then define sup(π§,π,π)∈π»1 (π,π,π¦) π = −∞. Theorem 10 (πΊ-weak duality). Let π₯ and (π§, π, π, π, π, π¦) be (π)-feasible and (π·πΌ)-feasible, respectively; let πΊπ be both continuously differentiable and strictly increasing on πΌπ (π, π); let πΊππ be both continuously differentiable and strictly increasing π on πΌππ (π) for each π ∈ π. If π(⋅, π¦π ) is (πΊπ , π½π )-invex at π§ for π each π ∈ π and ππ is (πΊππ , π½π )-invex at π§ for each π ∈ π, then sup π (π₯, π¦) β©Ύ π. (38) π¦∈π Proof. Suppose to the contrary that supπ¦∈π π(π₯, π¦) < π. Therefore, we obtain π¦π ∈ π (π§) , ∀π¦ ∈ π, π ∈ π. (39) Thus, we obtain from the monotonicity assumption of πΊπ that πΊπ β π (π₯, π¦π ) < πΊπ β π (π§, π¦π ) , π¦π ∈ π (π§) , π ∈ π. (40) Again, we obtain from the monotonicity assumption of πΊππ and the fact ππ (π₯) ≤ 0, π π ∈ π, Our dual problem (DI) can be stated as follows: π (π₯, π¦) < π ≤ π (π§, π¦π ) , π σΈ σΈ 0∈ ∑π π πΊπ (π (π§, π¦π )) ππ₯ π (π§, π¦π ) + ∑ππ πΊππ (ππ (π§)) πππ (π§) . ππ ππ (π§) ≥ 0, π¦π ∈ π (π§) , (35) π β¨∑π π πΊπσΈ (π (π§, π¦π )) ππ + ∑ ππ πΊπσΈ π (ππ (π§)) ππ , π (π₯, π§)β© < 0, ππ ππ (π§) ≥ 0, ππ ≥ 0, π ∈ π (41) Thus, we have a contradiction to (34). So supπ¦∈π π(π₯, π¦) β©Ύ π. Theorem 11 (πΊ-strong duality). Let problem (P) satisfy Conditions 4 and 5; let π₯∗ be an optimal solution of problem (P). Suppose that πΊπ is both continuously differentiable and strictly increasing on πΌπ (π, π) and πΊππ is both continuously differentiable and strictly increasing on πΌππ (π) with πΊπσΈ π (ππ (π₯∗ )) > 0 for each π ∈ π. If the hypothesis of Theorem 10 holds for all (π·πΌ)-feasible points (π§, π, π, π, π, π¦), then there exist (π∗ , π∗ , π¦∗ ) ∈ πΎ(π§) and (π₯∗ , π∗ , π∗ ) ∈ π»1 (π∗ , π∗ , π¦∗ ) such that (π∗ , π∗ , π¦∗ , π₯∗ , π∗ , π∗ ) is a (DI) optimal solution, and the two problems (P) and (DI) have the same optimal values. Proof. By Theorem 7, there exists π∗ = π(π₯∗ , π¦π∗ ), π = 1, . . . , π∗ , satisfying the requirements specified in the theorem, such that (π∗ , π∗ , π¦∗ , π₯∗ , π∗ , π∗ ) is a (DI) feasible solution, then the optimality of this feasible solution for (DI) follows from Theorem 10. Theorem 12 (πΊ-strict converse duality). Let π₯ and (π§, π, π, π, π, π¦) be optimal solutions for (P) and (DI), respectively. Suppose that πΊπ is both continuously differentiable and strictly increasing on πΌπ (π, π) and πΊππ is both continuously differentiable and strictly increasing on πΌππ (π) for each π ∈ π. If π(⋅, π¦π ) π π is (πΊπ , π½π )-invex at π§ for each π ∈ π and ππ is (πΊππ , π½π )-invex at π§ for each π ∈ π, then π₯ = π§; that is, π§ is a (π)-optimal solution and supπ¦∈ππ(π₯, π¦) = π. 6 Journal of Applied Mathematics Proof. Suppose to the contrary that π₯ =ΜΈ π§. Similar to the π arguments as in the proof of Theorem 8, there exist ππ ∈ π π(π§, π¦π ) and ππ ∈ ππ (π§) such that π π π π 0 = β¨∑π π πΊπσΈ (π (π§, π¦π )) ππ + ∑ππ πΊπσΈ π (ππ (π§)) ππ , π (π₯, π§)β© π=1 π < ∑π π Acknowledgments The authors are grateful to the referee for his valuable suggestions that helped to improve this paper in its present form. This research is supported by Science Foundation of Hanshan Normal University (LT200801). π=1 References πΊπ β π (π₯, π¦π ) − πΊπ β π (π§, π¦π ) π π½π (π₯, π§) π=1 π πΊππ β ππ (π₯) − πΊππ β ππ (π§) π=1 π½π (π₯, π§) + ∑ππ π , π πΊππ β ππ (π₯) − πΊππ β ππ (π§) π=1 π½π (π₯, π§) ∑ππ π ≤ 0. (46) Therefore, π ∑π π πΊπ β π (π₯, π¦π ) − πΊπ β π (π§, π¦π ) π π½π (π₯, π§) π=1 > 0. (47) From the above inequality, we can conclude that there exists π0 ∈ π, such that πΊπ β π (π₯, π¦π0 ) − πΊπ β π (π§, π¦π0 ) > 0 (48) π (π₯, π¦π0 ) > π (π§, π¦π0 ) . (49) sup π (π₯, π¦) ≥ π (π₯, π¦π0 ) > π (π§, π¦π0 ) > π. (50) or It follows that π¦∈π On the other hand, we know from Theorem 10 that sup π (π₯, π¦) = π. π¦∈π (51) This contradicts to (50). 5. Conclusion In this paper, we have discussed the applications of (πΊ, π½)invexity for a class of nonsmooth minimax programming problem (P). Firstly, we established πΊ-necessary optimality conditions for problem (P). Under the nondifferential (πΊ, π½)invexity assumptions, we have also derived the sufficiency of the πΊ-necessary optimality conditions for the same problem. Further, we have constructed a dual model (DI) and derived πΊ-duality results between problems (P) and (DI). Note that many researchers are interested in dealing with the minimax programming under generalized invexity assumptions; see [1, 10, 11, 14–17]. 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