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.

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Year of publication:	2002-01-01
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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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/10005007138