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A a set-valued optimization problem min<Subscript> C </Subscript> F(x), x ∈X <Subscript>0</Subscript>, is considered, where X <Subscript>0</Subscript> ⊂ X, X and Y are normed spaces, F: X <Subscript>0</Subscript> ⊂ Y is a set-valued function and C ⊂ Y is a closed cone. The solutions of the set-valued problem are defined as pairs (x <Superscript>0</Superscript>,y <Superscript>0</Superscript>), y <Superscript>0</Superscript> ∈F(x <Superscript>0</Superscript>), and are called...</superscript></superscript></superscript></superscript></subscript></subscript></subscript></subscript>
Persistent link: https://www.econbiz.de/10010999774
In this paper some second order necessary and sucient conditions aregiven for unconstrained and constrained optimization problems involving C1functions. A generalized derivative is obtained by approximation with smoothfunctions and it collapses to Clarke's definition when C(1,1) data are...
Persistent link: https://www.econbiz.de/10005007138
In this paper second-order optimality conditions for nonsmooth vector optimization problems are given by smooth approximations. We extend to the vector case the approach introduced by Ermoliev,Norkin and Wets to define generalized derivatives for discontinuous functions as limit of the classical...
Persistent link: https://www.econbiz.de/10005007347
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Directional derivatives are the ideal tool to model simultaneous shifts of the instruments of economic policy. Provided the equilibrium solution of an oligolistic model are differentiable with respect to the parameter, such a problem can be easily solved considering shift in single instruments,...
Persistent link: https://www.econbiz.de/10005007235
A function <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$${f : \Omega \to \mathbb{R}}$$</EquationSource> </InlineEquation> , where Ω is a convex subset of the linear space X, is said to be d.c. (difference of convex) if f =  g − h with <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$${g, h : \Omega \to \mathbb{R}}$$</EquationSource> </InlineEquation> convex functions. While d.c. functions find various applications, especially in optimization, the...</equationsource></inlineequation></equationsource></inlineequation>
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A multicriteria optimization problem is called Pareto reducible if its weakly efficient solutions are Pareto solutions of the problem itself or a subproblem obtained from it by selecting certain criteria. The aim of this paper is to introduce a similar concept of Pareto reducibility for a class...
Persistent link: https://www.econbiz.de/10008633165
In this paper we survey some notions of generalized derivative for C1,1 functions.Furthermore some optimality conditions and numerical methods for nonlinear minimization problems involving C1,1 data are studied.
Persistent link: https://www.econbiz.de/10005007133