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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Veröffentlicht in:Decisions in economics and finance Jg. 47; H. 2; S. 497 - 512
Hauptverfasser: Cambini, Riccardo, Riccardi, Rossana
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Cham Springer International Publishing 01.12.2024
Springer Nature B.V
Schlagworte:
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-Zugang:Volltext
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Zusammenfassung: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
Bibliographie:ObjectType-Article-1
SourceType-Scholarly Journals-1
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ISSN:1593-8883
1129-6569
DOI:10.1007/s10203-024-00454-0