Mollified derivatives and second-order optimality conditions
Davide La Torre,
Giovanni P. Crespi and
Matteo Rocca ()
Departmental Working Papers from Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano
Abstract:
The class of strongly semicontinuous functions is considered. For these functionsthe notion of mollified derivatives, introduced by Ermoliev, Norkin andWets [8], is extended to the second order. By means of a generalized Taylor'sformula, second order necessary and sufficient conditions are proved forboth unconstrained and constrained optimization. Finally a characterization ofconvex functions is given.
Keywords: Smooth approximations; Nonsmooth optimization; Strong semicontinuity (search for similar items in EconPapers)
Date: 2003-01-01
References: View complete reference list from CitEc
Citations:
Downloads: (external link)
http://wp.demm.unimi.it/files/wp/2003/DEMM-2003_010wp.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:2003-10
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 ).