Second order optimality conditions for differentiable functions

Davide La Torre, Giovanni Crespi and Matteo Rocca ()

Departmental Working Papers from Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano

Abstract: In this paper some second order necessary and sufficient conditions are given for unconstrained and constrained optimization problems involving C1 functions. A generalized derivative is obtained by approximation with smooth functions 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.

Date: 2002-01-01
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://wp.demm.unimi.it/files/wp/2002/DEMM-2002_002wp.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:mil:wpdepa:2002-02

Access Statistics for this paper

More papers in Departmental Working Papers from Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano Via Conservatorio 7, I-20122 Milan - Italy. Contact information at EDIRC.
Bibliographic data for series maintained by DEMM Working Papers ( this e-mail address is bad, please contact ).