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On C^(1,1) constrained optimation problems

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  • Davide La Torre
  • Matteo Rocca

Abstract

Many definitions of second order generalized derivatives have been introduced to obtain optimality conditions for optimization problems involving C(1,1) data. The aim of this paper is to show some relations among these definitions and to study necessary and sufficient optimality conditions for constrained optimization problems. From these conditions one can easily deduce classical results in literature.

Suggested Citation

  • Davide La Torre & Matteo Rocca, 2003. "On C^(1,1) constrained optimation problems," Departmental Working Papers 2003-06, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    • Handle: RePEc:mil:wpdepa:2003-06
    as

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    File URL: http://wp.demm.unimi.it/files/wp/2003/DEMM-2003_006wp.pdf
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    References listed on IDEAS

    as
    1. La Torre Davide & Rocca Matteo, 2002. "C 1,1 functions and optimality conditions," Economics and Quantitative Methods qf0208, Department of Economics, University of Insubria.
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    More about this item

    Keywords

    C1; 1 functions; generalized derivatives; optimality conditions;
    All these keywords.

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General

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