Optimality conditions for differentiable linearly constrained pseudoconvex programs

The aim of this paper is to study optimality conditions for differentiable linearly constrained pseudoconvex programs. The stated results are based on new transversality conditions which can be used instead of complementarity ones. Necessary and sufficient optimality conditions are stated under suit...

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Vydáno v:	Decisions in economics and finance Ročník 47; číslo 2; s. 497 - 512
Hlavní autoři:	Cambini, Riccardo, Riccardi, Rossana
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Cham Springer International Publishing 01.12.2024 Springer Nature B.V
Témata:	Complementarity Constraints Convexity Econometrics Economic Theory/Quantitative Economics/Mathematical Methods Economics Economics and Finance Finance Inequality Management Operations Research/Decision Theory Property Public Finance Optimality conditions Global optimization 90C26 90C30 Nonlinear programming 90C46
ISSN:	1593-8883, 1129-6569
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Abstract	The aim of this paper is to study optimality conditions for differentiable linearly constrained pseudoconvex programs. The stated results are based on new transversality conditions which can be used instead of complementarity ones. Necessary and sufficient optimality conditions are stated under suitable generalized convexity properties. Moreover, two different pairs of dual problems are proposed and weak and strong duality 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
AbstractList	The aim of this paper is to study optimality conditions for differentiable linearly constrained pseudoconvex programs. The stated results are based on new transversality conditions which can be used instead of complementarity ones. Necessary and sufficient optimality conditions are stated under suitable generalized convexity properties. Moreover, two different pairs of dual problems are proposed and weak and strong duality 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
Author	Riccardi, Rossana Cambini, Riccardo
Author_xml	– sequence: 1 givenname: Riccardo orcidid: 0000-0001-8769-1032 surname: Cambini fullname: Cambini, Riccardo email: riccardo.cambini@unipi.it organization: Department of Economics and Management, University of Pisa – sequence: 2 givenname: Rossana orcidid: 0000-0002-1038-180X surname: Riccardi fullname: Riccardi, Rossana organization: Department of Economics and Management, University of Brescia
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Cites_doi	10.1137/1.9781611971255 10.1007/s10287-023-00471-1 10.1016/j.omega.2022.102666 10.1007/978-1-4757-2836-1 10.1137/1.9780898719437 10.1137/1013001 10.1016/j.eneco.2021.105309 10.1090/qam/135625 10.1007/978-3-540-70876-6 10.1002/0471787779 10.1007/0-387-23639-2_7 10.1515/9781400873173 10.1007/0-387-23639-2_8 10.2174/978160805110611001010119 10.1137/1.9781611970524
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SubjectTerms	Complementarity Constraints Convexity Econometrics Economic Theory/Quantitative Economics/Mathematical Methods Economics Economics and Finance Finance Inequality Management Operations Research/Decision Theory Property Public Finance
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Title	Optimality conditions for differentiable linearly constrained pseudoconvex programs
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