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Mollified derivatives and second-order optimality conditions

Author

Listed:
  • Davide La Torre
  • Giovanni P. Crespi
  • Matteo Rocca

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.

Suggested Citation

  • Davide La Torre & Giovanni P. Crespi & Matteo Rocca, 2003. "Mollified derivatives and second-order optimality conditions," Departmental Working Papers 2003-10, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    • Handle: RePEc:mil:wpdepa:2003-10
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