Second order optimality conditions for differentiable functions
In this paper some second order necessary and sucient conditions aregiven for unconstrained and constrained optimization problems involving C1functions. A generalized derivative is obtained by approximation with smoothfunctions and it collapses to Clarke's definition when C(1,1) data are assumed.Furthermore a generalized Taylor's formula is used to prove the conditions.
Year of publication: |
2002-01-01
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Authors: | Torre, Davide La ; Crespi, Giovanni ; Rocca, Matteo |
Institutions: | Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano |
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