Applications of symmetric derivatives in mathematical programming

descriptionPublicationkeyboard_double_arrow_right Article 01 Dec 1971 English Publisher:Springer Science and Business Media LLCJournal:Mathematical Programming, volume 1, pages 307-320 (issn: 0025-5610, eissn: 1436-4646,

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Authors: Roland A. Minch;

doi: 10.1007/bf01584095

Applications of symmetric derivatives in mathematical programming

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Abstract

In recent times the Kuhn—Tucker optimality conditions and the duality theorems for convex programming have been extended by generalizations of the convexity concept. In this paper the notion of a symmetric derivative for a function of several variables is introduced and used to provide extensions of some fundamental optimality and duality theorems of convex programming. Symmetric derivatives are also used to extend some optimality and duality theorems involving pseudoconvexity and differentiable quasiconvexity.

Related Organizations

State University of New York at Potsdam
United States
State University of New York System
United States

Keywords

Convex programming, Nonlinear programming

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