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Second-order mollified derivatives and optimization

Author

Listed:
  • Crespi Giovanni

    (Department of Economics, University of Insubria, Italy)

  • La Torre Davide

    (Department of Economics,University of Milan, Italy)

  • Rocca Matteo

    (Department of Economics,University of Insubria, Italy)

Abstract

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 and sufficient conditions are proved for both unconstrained and constrained optimization

Suggested Citation

  • Crespi Giovanni & La Torre Davide & Rocca Matteo, 2002. "Second-order mollified derivatives and optimization," Economics and Quantitative Methods qf0204, Department of Economics, University of Insubria.
    • Handle: RePEc:ins:quaeco:qf0204
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    File URL: https://www.eco.uninsubria.it/RePEc/pdf/QF2002_9.pdf
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    Keywords

    Mollifiers; optimization; smooth approximations; strong semicontinuity;
    All these keywords.

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