A general asymptotic function with applications in nonconvex optimization
Nicolas Hadjisavvas (),
Felipe Lara () and
Dinh The Luc ()
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Nicolas Hadjisavvas: University of the Aegean
Felipe Lara: Universidad de Tarapacá
Dinh The Luc: Ton Duc Thang University
Journal of Global Optimization, 2020, vol. 78, issue 1, No 3, 49-68
Abstract:
Abstract We introduce a new concept of asymptotic functions which allows us to simultaneously study convex and concave functions as well as quasiconvex and quasiconcave functions. We provide some calculus rules and most relevant properties of the new asymptotic functions for application purpose. We also compare them with the classical asymptotic functions of convex analysis. By using the new concept of asymptotic functions we establish sufficient conditions for the nonemptiness and for the boundedness of the solution set of quasiconvex minimization problems and quasiconcave maximization problems. Applications are given for quadratic and fractional quadratic problems.
Keywords: Asymptotic functions; Quasiconvex functions; Nonconvex optimization; 90C30; 90C26 (search for similar items in EconPapers)
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:spr:jglopt:v:78:y:2020:i:1:d:10.1007_s10898-020-00891-2
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DOI: 10.1007/s10898-020-00891-2
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