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Optimality conditions for differentiable linearly constrained pseudoconvex programs

Author

Listed:
  • Riccardo Cambini

    (University of Pisa)

  • Rossana Riccardi

    (University of Brescia)

Abstract

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

Suggested Citation

  • Riccardo Cambini & Rossana Riccardi, 2024. "Optimality conditions for differentiable linearly constrained pseudoconvex programs," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 47(2), pages 497-512, December.
    • Handle: RePEc:spr:decfin:v:47:y:2024:i:2:d:10.1007_s10203-024-00454-0
    DOI: 10.1007/s10203-024-00454-0
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    References listed on IDEAS

    as
    1. R. Cambini & R. Riccardi & D. Scopelliti, 2023. "Solving linear multiplicative programs via branch-and-bound: a computational experience," Computational Management Science, Springer, vol. 20(1), pages 1-32, December.
    2. Arega Getaneh Abate & Rossana Riccardi & Carlos Ruiz, 2022. "Contract design in electricity markets with high penetration of renewables: A two-stage approach," Papers 2201.09927, arXiv.org, revised Jun 2022.
    3. Abate, Arega Getaneh & Riccardi, Rossana & Ruiz, Carlos, 2021. "Contracts in electricity markets under EU ETS: A stochastic programming approach," Energy Economics, Elsevier, vol. 99(C).
    Full references (including those not matched with items on IDEAS)

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