Second-order mollified derivatives and optimization

被引:0
作者
Giovanni P. Crespi
Davide La Torre
Matteo Rocca
机构
[1] Facoltà di Economia, Université de la Vallée d'Aosta, 11100 Aoste, 2A, Chemin des Capucins
[2] Dipartimento di Economia Politica e Aziendale, Università di Milano, 20122 Milano
[3] Dipartimento di Economia, Università dell'Insubria, 21100 Varese
关键词
Mollifiers; Optimization; Smooth approximations; Strong semicontinuity;
D O I
10.1007/BF02872232
中图分类号
学科分类号
摘要
The class of strongly semicontinuous functions is considered. For these functions the notion of mollified derivatives, introduced by Ermoliev, Norkin and Wets, is extended to the second order. By means of a generalized Taylor's formula, second order necessary conditions are proved for both unconstrained and constrained optimization. © 2003 Springer.
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页码:251 / 262
页数:11
相关论文
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