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Maximizing and minimizing quasiconvex functions: related properties, existence and optimality conditions via radial epiderivatives.

Authors :
Flores-Bazán, Fabián
Flores-Bazán, Fernando
Vera, Cristián
Source :
Journal of Global Optimization; Sep2015, Vol. 63 Issue 1, p99-123, 25p
Publication Year :
2015

Abstract

This paper deals with maximization and minimization of quasiconvex functions in a finite dimensional setting. Firstly, some existence results on closed convex sets, possibly containing lines, are presented. This is given via a careful study of reduction to the boundary and/or extremality of the feasible set. Necessary or sufficient optimality conditions are derived in terms of radial epiderivatives. Then, the problem of minimizing quasiconvex functions are analyzed via asymptotic analysis. Finally, some attempts to define asymptotic functions under quasiconvexity are also outlined. Several examples illustrating the applicability of our results are shown. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
09255001
Volume :
63
Issue :
1
Database :
Complementary Index
Journal :
Journal of Global Optimization
Publication Type :
Academic Journal
Accession number :
109077939
Full Text :
https://doi.org/10.1007/s10898-015-0267-6