The aim of this paper is to study optimality conditions for differentiable linearly con-strained pseudoconvex programs. The stated results are based on new transversalityconditions which can be used instead of complementarity ones. Necessary and suffi-cient optimality conditions are stated under suitable generalized convexity properties.Moreover, two different pairs of dual problems are proposed and weak and strong dual-ity results proved. Finally, it is shown how transversality conditions can be applied to characterize optimality of convex quadratic problems and to efficiently solve a particular class of Max-Min problems.
Optimality conditions for differentiable linearly constrainedpseudoconvex programs
rossana riccardi;riccardo cambini
2024-01-01
Abstract
The aim of this paper is to study optimality conditions for differentiable linearly con-strained pseudoconvex programs. The stated results are based on new transversalityconditions which can be used instead of complementarity ones. Necessary and suffi-cient optimality conditions are stated under suitable generalized convexity properties.Moreover, two different pairs of dual problems are proposed and weak and strong dual-ity results proved. Finally, it is shown how transversality conditions can be applied to characterize optimality of convex quadratic problems and to efficiently solve a particular class of Max-Min problems.File | Dimensione | Formato | |
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