Optimality conditions for differentiable linearly constrained pseudoconvex programs

Riccardo Cambini () and Rossana Riccardi ()
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Riccardo Cambini: University of Pisa
Rossana Riccardi: University of Brescia

Decisions in Economics and Finance, 2024, vol. 47, issue 2, No 9, 497-512

Abstract: Abstract 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

Keywords: Nonlinear programming; Optimality conditions; Global optimization.; 90C46; 90C30; 90C26 (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s10203-024-00454-0

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