Mollified derivatives and second-order optimality conditions

The class of strongly semicontinuous functions is considered. For these functionsthe notion of mollified derivatives, introduced by Ermoliev, Norkin andWets [8], is extended to the second order. By means of a generalized Taylor'sformula, second order necessary and sufficient conditions are proved forboth unconstrained and constrained optimization. Finally a characterization ofconvex functions is given.

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Year of publication:	2003-01-01
Authors:	Torre, Davide La ; Crespi, Giovanni P. ; Rocca, Matteo
Institutions:	Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano
Subject:	Smooth approximations \| Nonsmooth optimization \| Strong semicontinuity

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Extent:	application/pdf
Series:	Departmental Working Papers.
Type of publication:	Book / Working Paper
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005007339