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Second order optimality conditions for differentiable functions

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  • Davide La Torre
  • Giovanni Crespi
  • Matteo Rocca

Abstract

In this paper some second order necessary and sufficient conditions are given for unconstrained and constrained optimization problems involving C1 functions. A generalized derivative is obtained by approximation with smooth functions 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.

Suggested Citation

  • Davide La Torre & Giovanni Crespi & Matteo Rocca, 2002. "Second order optimality conditions for differentiable functions," Departmental Working Papers 2002-02, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
    • Handle: RePEc:mil:wpdepa:2002-02
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    File URL: http://wp.demm.unimi.it/files/wp/2002/DEMM-2002_002wp.pdf
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    References listed on IDEAS

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