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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Bibliographic Details
Published in:	Decisions in economics and finance Vol. 47; no. 2; pp. 497 - 512
Main Authors:	Cambini, Riccardo, Riccardi, Rossana
Format:	Journal Article
Language:	English
Published:	Cham Springer International Publishing 01.12.2024 Springer Nature B.V
Subjects:	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
Online Access:	Get full text
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