The aim of this paper is to study optimality conditions for differentiable linearly con- strained pseudoconvex programs. The stated results are based on new transversality conditions which can be used instead of complementarity ones. Necessary and suffi- cient optimality conditions are stated under suitable generalized convexity properties. Moreover, two different pairs of dual problems are proposed and weak and strong dual- ity 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
Optimality conditions for differentiable linearly constrained pseudoconvex programs
Cambini, Riccardo
;
2024-01-01
Abstract
The aim of this paper is to study optimality conditions for differentiable linearly con- strained pseudoconvex programs. The stated results are based on new transversality conditions which can be used instead of complementarity ones. Necessary and suffi- cient optimality conditions are stated under suitable generalized convexity properties. Moreover, two different pairs of dual problems are proposed and weak and strong dual- ity 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 problemsFile in questo prodotto:
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