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.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11379/598405
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