{"title":"可微分线性约束伪凸程序的最优条件","authors":"Riccardo Cambini, Rossana Riccardi","doi":"10.1007/s10203-024-00454-0","DOIUrl":null,"url":null,"abstract":"<p>The aim of this paper is to study optimality conditions for differentiable linearly constrained pseudoconvex programs. The stated results are based on new transversality conditions which can be used instead of complementarity ones. Necessary and sufficient optimality conditions are stated under suitable generalized convexity properties. Moreover, two different pairs of dual problems are proposed and weak and strong duality 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</p>","PeriodicalId":43711,"journal":{"name":"Decisions in Economics and Finance","volume":"57 1","pages":""},"PeriodicalIF":1.4000,"publicationDate":"2024-05-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Optimality conditions for differentiable linearly constrained pseudoconvex programs\",\"authors\":\"Riccardo Cambini, Rossana Riccardi\",\"doi\":\"10.1007/s10203-024-00454-0\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p>The aim of this paper is to study optimality conditions for differentiable linearly constrained pseudoconvex programs. The stated results are based on new transversality conditions which can be used instead of complementarity ones. Necessary and sufficient optimality conditions are stated under suitable generalized convexity properties. Moreover, two different pairs of dual problems are proposed and weak and strong duality 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</p>\",\"PeriodicalId\":43711,\"journal\":{\"name\":\"Decisions in Economics and Finance\",\"volume\":\"57 1\",\"pages\":\"\"},\"PeriodicalIF\":1.4000,\"publicationDate\":\"2024-05-28\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Decisions in Economics and Finance\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1007/s10203-024-00454-0\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"SOCIAL SCIENCES, MATHEMATICAL METHODS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Decisions in Economics and Finance","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1007/s10203-024-00454-0","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"SOCIAL SCIENCES, MATHEMATICAL METHODS","Score":null,"Total":0}
Optimality conditions for differentiable linearly constrained pseudoconvex programs
The aim of this paper is to study optimality conditions for differentiable linearly constrained pseudoconvex programs. The stated results are based on new transversality conditions which can be used instead of complementarity ones. Necessary and sufficient optimality conditions are stated under suitable generalized convexity properties. Moreover, two different pairs of dual problems are proposed and weak and strong duality 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
期刊介绍：
Decisions in Economics and Finance: A Journal of Applied Mathematics is the official publication of the Association for Mathematics Applied to Social and Economic Sciences (AMASES). It provides a specialised forum for the publication of research in all areas of mathematics as applied to economics, finance, insurance, management and social sciences. Primary emphasis is placed on original research concerning topics in mathematics or computational techniques which are explicitly motivated by or contribute to the analysis of economic or financial problems.
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