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Second order optimality conditions for differentiable functions

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Author Info
Davide La Torre ()
Giovanni Crespi
Matteo Rocca ()

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Abstract

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 assumed.Furthermore a generalized Taylor's formula is used to prove the conditions.

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Paper provided by Department of Economics University of Milan Italy in its series Departemental Working Papers with number 2002-02.

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Date of creation: 01 Jan 2002
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Handle: RePEc:mil:wpdepa:2002-02

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  1. La Torre Davide & Rocca Matteo, . "A characterization of Ck,1 functions," Economics and Quantitative Methods qf0103, Department of Economics, University of Insubria.
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