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Second-order characterizations of convex and pseudoconvex functions

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Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
The present paper gives characterizations of radially u.s.c. convex and pseudoconvex functions f: X —> R defined on a convex subset X of a real linear space E in terms of first and second-order upper Dini-directional derivatives. Observing that the property f radially u.s.c. does not require a topological structure of E, we draw the possibility to state our results for arbitrary real linear spaces. For convex functions we extend a theorem of Huang, Ng [10]. For pseudoconvex functions we generalize results of Diewert, Avriel, Zang [6] and Crouzeix [4]. While some known results on pseudoconvex functions are stated in global concepts (e.g. Komlosi [11]), we succeeded in realizing the task to confine to local concepts only.
Wydawca
Rocznik
Strony
261--273
Opis fizyczny
Bibliogr. 15 poz.
Twórcy
autor
  • Department of Mathematics Technical University of Varna 9010 Varna, Bulgaria
autor
  • Department of Mathematics Technical University of Varna 9010 Varna, Bulgaria
Bibliografia
  • [1] Chaney, R. W., Second-order directional derivatives for nonsmooth functions, J. Math. Anal. Appl. 128 (1987), 495-511.
  • [2] Clarke, F. H., Optimization and Nonsmooth Analysis, Wiley-Interscience, New York, 1983.
  • [3] Cominetti, R., Correa, R., A generalized second-order derivative in nonsmooth optimization, SIAM J. Control Optim. 28 (1990), 235-245.
  • [4] Crouzeix, J. P., Characterizations of generalized convexity and generalized monotonicity, a survey, in: ’’Generalized Convexity, Generalized Monotonicity: Recent Results” (Luminy, 1996), Nonconvex Optim. Appl. 27, Kluwer Academic Publisher, Dordrecht, 1998, 237-256.
  • [5] Crouzeix, J. P., Ferland, J. A., Criteria for quasiconvexity and pseudoconvexity: relationships and comparisons, Math. Programming 23 (1982), 193-205.
  • [6] Diewert, W. E., Avriel, M., Zang, I., Nine kinds of quasiconcavity and concavity, J. Econom. Theory 25 (1981), 397-420.
  • [7] Ginchev, I., Higher order optimality conditions in nonsmooth optimization, Optimization 51(1) (2002), 42-72.
  • [8] Ginchev, I., Ivanov, V. I., Higher order directional derivatives for nonsmooth functions, C. R. Acad. Bulgare Sci. 54(11) (2001), 33-38.
  • [9] Giorgi, G., Thierfelder, J., Constrained quadratic forms and generalized convexity of C2-functions revisited, in: “Generalized Convexity and Optimization for Economic and Financial Decisions”, G. Giorgi, F. Rossi, eds., Pitagora Editrice, Bologna, 1999, 179-219.
  • [10] Huang, L. R., Ng, K. F., On lower bounds of the second-order directional derivatives of Ben-Tal, Zowe, and Chaney, Math. Oper. Res. 22 (1997), 747-753.
  • [11] Komlosi, S., Some properties of nondifferentiable pseudoconvex functions, Math. Programming 26 (1983), 232-237.
  • [12] Komlosi, S., On pseudoconvex functions, Acta. Sci. Math. (Szeged) 57 (1993), 569- 586.
  • [13] Pshenichnyi, B. N., Necessary Conditions for an Extremum, 2nd ed., Nauka, Moscow, 1982, (English translation of the 1st ed. Pure and Applied Mathematics 4, Marcel Dekker, Inc., New York, 1971).
  • [14] Yang, X. Q., Jeyakumar, V., Generalized second-order directional derivatives and optimization with C1,1 functions, Optimization 26 (1992), 165-185.
  • [15] Yang, X. Q., Generalized second-order characterizations of convex functions, J. Optim. Theory Appl. 82(1) (1994), 173-180.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-article-LOD6-0014-0033
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