Second-order mollified derivatives and optimization

Crespi Giovanni (), Davide La Torre and Rocca Matteo ()
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Crespi Giovanni: Department of Economics, University of Insubria, Italy
Rocca Matteo: Department of Economics,University of Insubria, Italy

Economics and Quantitative Methods from Department of Economics, University of Insubria

Abstract: The class of strongly semicontinuous functions is considered. For these functions the notion of mollified derivatives, introduced by Ermoliev, Norkin and Wets, is extended to the second order. By means of a generalized Taylor's formula, second order necessary and sufficient conditions are proved for both unconstrained and constrained optimization

Keywords: Mollifiers; optimization; smooth approximations; strong semicontinuity (search for similar items in EconPapers)
Pages: 19 pages
Date: 2002-03
New Economics Papers: this item is included in nep-mic
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