Optimality Conditions and Higher-order Duality for a Nondifferentiable Mathematical Programming Class

@inproceedings{Preda2008OptimalityCA,
  title={Optimality Conditions and Higher-order Duality for a Nondifferentiable Mathematical Programming Class},
  author={Vasile Preda and Miruna Beldiman and ELENA CRISTINA BAIBARAC},
  year={2008}
}
subject to x ∈ X0, where X0 = {x ∈ Rn | g(x) ≥ 0}, f : Rn → R and g : Rn → Rm are twice differentiable functions, and Bj , j = 1, s, are n×n positive semi-definite (symmetric) matrices. Here g = (g1, . . . , gm) . A feasible solution of (P) is an element x0 ∈ X0. This class arises naturally in finance when one measures the risk of a portfolio by its variance-covariance matrix, in stochastic programming under chance constraints, and in location theory. Thus, some special cases of (P), with f… CONTINUE READING